广义线性模型的诊断与实例分析  

Diagnostic and numerical example analysis for generalized linear model

作　　者：周雁[1] 

机构地区：[1]中国科学技术大学统计与金融系,合肥230026

出　　处：《四川大学学报（自然科学版）》2007年第6期1163-1168,共6页Journal of Sichuan University(Natural Science Edition)

摘　　要：研究了广义线性模型的诊断,将线性回归模型的诊断方法推广运用到广义线性模型,证明了均值漂移模型与数据删除模型的等价性,研究了判断异常点的Score检验统计量.最后通过实例建模,验证了本文给出的诊断方法的有效性.This paper mainly focuses on the diagnostic methods for generalized linear models, which are extended from the diagnostic methods for linear model. The equivalency of means-shift outlier models and casedeletion models are substantiated, the score test statistic for outlier test is obtained, Finally, the numerical ex- ample is given to illustrate that the diagnostic methods are available.

关 键 词：广义线性模型 统计诊断 数据删除 均值漂移 Score检验统计量 

分 类 号：O212.1[理学—概率论与数理统计]