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系统科学与数学 1993
FACTORIZATION OF COLLECTIVE INFLUENCES OF DATA AND CROSS INFLUENCE OF DATA IN MULTIVARIATE LINEAR REGRESSION
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Abstract:
In this paper,we discuss the relationship between the collective influences of multiplecases and the influence of each case on regression analysis in multivariate linear regression,that is,the factorization of the collective influences of cases.We also discuss the magnitudeof influence of case i on the fitted value at case j,that is,the cross influence of data;and theupper bound of the cross influence is obtained.Furthermore,we reveal the role of off-diago-nal elements of the hat matrix in the factorization and the cross influence of data.