품질경영학회지 (Journal of Korean Society for Quality Management)
- 제28권2호
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- Pages.57-69
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- 2000
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
이차 자기회구오차 구조를 갖는 선형회귀모형의 자료영향도 평가
Assessing Local Influence in Linear Regression Models with Second-Order Autoregressive Error Structure
- Kim, Soon-Kwi (Dept. of Statistics, Kangnung National University) ;
- Lee, Young-Hoon (Dept. of Statistics, Kangnung National University) ;
- Jeong, Dong-Bin (Dept. of Statistics, Kangnung National University)
- 발행 : 2000.06.01
초록
This paper discusses the local influence approach to the linear regression models with AR(2) errors. Diagnostics for the linear regression models with AR(2) errors are proposed and developed when simultaneous perturbations of the response vector are allowed- That is, the direction of maximum curvature of local influence analysis is obtained by studying the curvature of a surface associated with the overall discrepancy measure.
키워드