广义线性模型中回归系数影响的评估

Assessing Influence on Regression Coefficients in Generalized Linear Models

Biometrika · 1989
被引 7
ABS 4

中文导读

本文应用Cook的局部影响方法,通过微小扰动数据(如响应变量、案例权重、解释变量等)来评估广义线性模型中回归系数的影响,并给出诊断方法,帮助识别不同类型的影响。

Abstract

Suggested diagnostics for influence on the estimated regression coefficients in a generalized linear model have generally approximated the effect of deleting a single case. We apply the local influence method of Cook (1986) to assess the effect of small perturbations of the data, including the vector of responses, case weights, explanatory variables, and the components of one case. The resulting diagnostics allow one to check for different kinds of influence, and may give insight into its workings. Two examples illustrate some of the diagnostics.

统计学线性回归广义线性模型计量经济学