协方差矩阵扰动生长曲线模型岭估计的影响分析

Influence Analysis on Ridge Estimator in Growth Curve Model with Covariance Matrix Disturbance

摘要: 本文研究了协方差矩阵发生扰动时,生长曲线模型岭估计的影响分析,建立了生长曲线模型、协方差矩阵扰动生长曲线模型岭估计之间的关系式,讨论了协方差扰动和数据删除对岭估计的影响,导出了度量影响大小的基于岭估计的广义Cook距离D_i^＊（k）,最后,用实例说明了用D_i^＊（k）度量生长曲线模型的影响点是有效的.

Abstract: In this paper, the author establishes the relationships of ridge estimator between Growth Curve Model and Disturbing Growth Curve Model, discusses the influence of ridge estimator with covariance matrix disturbance or data missing, and gives the generalized Cook’s distance on the ridge estimator. Finally, the numerical example analyzed shows that the author’s results are useful in practice.