Approximating the internal norm influence measure in linear regression
作者:
J. Brian Gray,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1993)
卷期:
Volume 22,
issue 1
页码: 117-135
ISSN:0361-0918
年代: 1993
DOI:10.1080/03610919308813084
出版商: Marcel Dekker, Inc.
关键词: regression diagnostics;influential data;ratio estimator;leverage;elemental regression
数据来源: Taylor
摘要:
The internal norm measure DI(C−1k) introduced in Gray (1989) assesses the influencethat a size- subset of cases has on the least squares parameter estimates in a linear regression. The term internal norm refers to the fact that the assessment of influence is based on a comparison of the subset of interest to all size- subsets internal to the data set. Although this approachis intuitively
点击下载:
PDF (1916KB)
返 回