华东师范大学学报(自然科学版) ›› 2005, Vol. 2005 ›› Issue (4): 18-25.

• 数学 统计学 • 上一篇    下一篇

半参数广义线性模型的局部影响分析

曾林蕊, 朱仲义   

  1. 华东师范大学统计系，上海 200062
  • 收稿日期:2003-09-26 修回日期:2003-12-23 出版日期:2005-11-25 发布日期:2005-11-25
  • 通讯作者: 曾林蕊

Local Influence for Semiparametric Generalized Linear Model(Chinese)

ZENG Lin-rui, ZHU Zhong-yi   

  1. Department of Statistics, East China Normal University, Shanghai 200062, China
  • Received:2003-09-26 Revised:2003-12-23 Online:2005-11-25 Published:2005-11-25
  • Contact: ZENG Lin-rui

摘要： 分析半参数广义线性模型的局部影响, 分别对加权扰动模型,响应变量扰动模型, 自变量扰动模型得到了影响矩阵的计算公式.最后分析了实际数据, 证实了方法的有效性.本文结果是Cook(1986)和Wei(1998)关于线性模型和指数族非线性模型的工作在半参数模型中的推广和发展.

关键词: 局部影响, 曲率, 扰动, 影响矩阵, 局部影响, 曲率, 扰动, 影响矩阵

Abstract: This paper discusses the local influence measures for semiparametric generalized linear model. The counting formulas of influence matrix for case weights perturbation model ,mean shift perturbation model and arguments perturbation model are derived. An example is given for data analyses and illustrates that our method is available. It is an extension on semiparametric model of the corresponding conclusion about linear model and expenential family nonlinear model of Cook(1986),Wei(1998).

Key words: curvature, perturbation, influence matrix, local influence, curvature, perturbation, influence matrix

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