摘要
对指数分布回归模型进行参数估计和统计诊断,首先给出参数的迭代算法,分析了数据删除模型,得到了诊断统计量广义CooK距离的一阶近似以及似然距离的一阶近似公式,最后进行实际问题应用的分析,发现两个统计量对强影响点有一定判别作用.
The problems of parameter estimation and statistical diagnostics are considered for the exponential regression model.First,iterative algorithm of parameters is given.Then CDM is analyzed and diagnostic statistics are derived,so the first-order approximation formulas of broad Cook distance and likelihood distance are obtained.Finally,practical problems are analyzed to illustrate the methods and two statistics have discriminant function for the strong impact point.
出处
《宜宾学院学报》
2011年第12期28-30,共3页
Journal of Yibin University
关键词
指数分布回归模型
极大似然估计
广义COOK距离
似然距离
exponential regression model
maximum likelihood estimation
generalized Cook distance
likelihood distance
