A Note on the Relationship Between Parameter Collinearity and Local Influence
本文展示了参数共线性与局部影响这两个概念之间的紧密联系,并基于此提出对Cook局部影响测度的修正,使其在扰动方案的重新参数化下保持不变,从而克服了原测度的一个严重理论和实践缺陷。
In this note we demonstrate the close relationship between the concepts of parameter collinearity and local influence. An important consequence of this relationship is that it suggests a modification of Cook's (1986) measure for the local influence of model perturbations which is invariant over reparameterizations of the perturbation scheme. This removes a serious theoretical and practical shortcoming of Cook's measure of local influence.