logistic 回归中高杠杆点的检测  

The Detecting of the High Leverage Cases in logistic Regression

作　　者：赵清波[1] 徐勇勇[1] 夏结来 

机构地区：[1]第四军医大学

出　　处：《中国卫生统计》1997年第2期17-20,共4页Chinese Journal of Health Statistics

摘　　要：本文主要研究了ｌｏｇｉｓｔｉｃ回归中高杠杆点的检测方法，指出了传统用ｈｉｉ检测高杠杆点的不合理性，建议用ｈ＊ｉ＝ｈｉ／（ｐｉ（１－ｐｉ））作为检测高杠杆点的统计量，并在此基础上提出｛（ｈ＊ｉ，ｅｐｉ）｝图用于检测高杠杆点和异常点。本文还通过Ｍｏｎｔｅ－Ｃａｒｌｏ方法说明了｛（ｈ＊ｉ，ｅｐｉ）｝图不但能检测出高杠杆点和异常点，还可区分高杠杆点的“有害”与“无害”In this paper,we studied mainly the detecting methods of the high leverage cases in logistic regression.We pointed out the unreasonablity of h ii for detecting high leverage cases.In this paper,a graphical method-{(h ii *,e p i)} plot was proposed for detecting high leverage cases and outliers.And the practicality of the {(h ii *,e p i)} plot was verified by Monte-Carlo method.

关 键 词：LOGISTIC回归 模型 高杠杆点 异常点 

分 类 号：R195.1[医药卫生—卫生统计学] R311[医药卫生—卫生事业管理]