INFLUENCE ANALYSIS IN REGRESSION MODEI WITH COVARIANCE MATRIX DISTURBANCE

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 MeasureD_z, Which Can be assessed the Disturbing influence. Finally, We Obtain the Computationally Convenient formula of D_z.