Abstract: In this paper, the authors study the issue of the influence of Best Linear Unbiased Estimate (BLUE) with covariance matrix disturbing
or data missing. The relationship of the BLUE of regression parameter β among some linear models with respect to restricted condition β=0, such as Gauss-Markov model, generalized linear model and linear model with delected data, is made explicitly. In addition, the authors also propose the generalized Cook distance D_V to asses the disturbing influence, and obtain two computational formulae of D_V.

Key words: Generalized linear regression model, Restricted condition, Best linear
unbiased estimate, Influence analysis