摘要
权回归模型是近年来文献中较多涉及的一种.本文从回归诊断的角度进一步研究了它的若干问题.如扰动、影响度量及估计效率等.由于这类模型的一般性,因而本文的结果均可看作回归诊断中较成熟的一些结论的推广.
The linear weighted regression model is one of the models studied in many articles in recent years. Some further problems,such as disturbation, influence measure and estimate efficiency, have been discussed in this paper on the basis of the regression diagnostics. The partial conclusions of this paper are the extension of the familiar concepts in the regression diagnoties theory[2,3,7] because they are representative of this kind of model.
出处
《应用数学和力学》
EI
CSCD
北大核心
1992年第9期843-847,共5页
Applied Mathematics and Mechanics
关键词
异方差
回归诊断
影响度量
权回归
heteroscedastic, regression diagnostic, efficiency, generalized student's residual, influence measure
