协方差阵扰动模型的影响分析
INFLUENCE ANALYSIS IN REGRESSION MODEI WITH COVARIANCE MATRIX DISTURBANCE
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摘要: 本文建立了\hat\beta(Z)与\widehat\boldsymbol\beta的一些关系式,\hat\beta(Z)是扰动模型未知参数向量β的BLUE,\widehat\boldsymbol\beta是G-M模型β的BLUE;定义了度量扰动影响的距离测度Dz;给出了Dz的简单计算式.Abstract: In this paper, We establish the relationships between \hat\beta(Z) and\widehat\boldsymbol\beta, Where \hat\beta(Z) is the BLUE of Unknown parameter vector β of the Disturbing model, and \widehat\boldsymbol\beta is of the G-M model. Next, We define the Distance MeasureDz, Which Can be assessed the Disturbing influence. Finally, We Obtain the Computationally Convenient formula of Dz.