ASSESSMENT OF LOCAL INFLUENCE FOR F-TESTIN LINEAR REGRESSION MODEL

作     者：SHI Lei (Department of Statistics, Yunnan University, Kunming 650091, China) 

作者机构：云南大学统计系 云南 昆明 

出 版 物：《Systems Science and Mathematical Sciences》 (SYSTEMS SCIENCE AND MATHEMATICAL SCIENCES)

年 卷 期：1999年第12卷第1期

页      面：33-39页

核心收录：

学科分类：0711[理学-系统科学] 12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 08[工学] 0811[工学-控制科学与工程] 081103[工学-系统工程] 

基　　金：云南省科学基金 国家自然科学基金 

主　　题：Linear regression model local influence F-test transformation model. 

摘      要：In linear regression model, the influence on the regression coefficients has beed paid great attention and other aspects such as the influence on confidence regions have also been studied. However, influence on F-test in linear regression model received few consideration. This paper examines the local influence of small perturbations on Fstatistic. The diagnostic results permit one to check the sensitivity of F-statistic to the exact perturbations of error variance, explanatory variables and response variables. This method is applied to testing problem of transformation parameter in transformation *** are illustrated with two examples and compared with standard method.