数学物理学报(英文版) ›› 1995, Vol. 15 ›› Issue (S1): 53-63.

• Articles • 上一篇    下一篇

INFLUENCE ANALYSIS OF LINK PARAMETER IN GLM

石磊1, 吴传义2   

  1. 1. Inst. of Appl Math. of Yunnan Provice Dept. of Stat. Yunnan University, Kunming 650091, China;
    2. Institute of System Science Academia Sinica, Beijing 100080, China
  • 收稿日期:1992-05-20 修回日期:1992-10-21 出版日期:1995-12-31 发布日期:1995-12-31

INFLUENCE ANALYSIS OF LINK PARAMETER IN GLM

Shi Lei1, Wu Changyi2   

  1. 1. Inst. of Appl Math. of Yunnan Provice Dept. of Stat. Yunnan University, Kunming 650091, China;
    2. Institute of System Science Academia Sinica, Beijing 100080, China
  • Received:1992-05-20 Revised:1992-10-21 Online:1995-12-31 Published:1995-12-31

摘要: In this paper, we describe a new method for assessing the degree in which the individual case influence the maximum likelihood estimation of link parameter in generalized linear model. Several influential statistics are illustrated with two examples.

关键词: Generalized linear model, Link parameter, Deviance, Influence observation

Abstract: In this paper, we describe a new method for assessing the degree in which the individual case influence the maximum likelihood estimation of link parameter in generalized linear model. Several influential statistics are illustrated with two examples.

Key words: Generalized linear model, Link parameter, Deviance, Influence observation