﻿ 线性模型基于M估计的统计诊断与影响分析

# 线性模型基于M估计的统计诊断与影响分析 M Estimators and Influence Diagnostics in Linear Models

Abstract:

In order to overcome the large deviation between the actual observed data and established models. There are two common methods: the robust estimation and statistical diagnostics. M estimator is a robust es- timation, it is the method which got the most attention and research results in linear regression. Therefore, in- fluence diagnostics and M estimator are used to judge the impact of outliers or strong influence points in this paper. Moreover, the expression of parameter estimation deviate and diagnostic statistics are given. Finally, the proposed methods are applied to two data sets.

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