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    杨爽, 李云飞. 一类线性模型异常数据的检验[J]. 内江师范学院学报, 2011, (2): 22-24.
    引用本文: 杨爽, 李云飞. 一类线性模型异常数据的检验[J]. 内江师范学院学报, 2011, (2): 22-24.
    shu
    YANG Shuang, LI Yun-fei. Detection of Outliers in a Linear Model[J]. Journal of Neijiang Normal University, 2011, (2): 22-24.
    Citation: YANG Shuang, LI Yun-fei. Detection of Outliers in a Linear Model[J]. Journal of Neijiang Normal University, 2011, (2): 22-24.
    shu

    一类线性模型异常数据的检验

    Detection of Outliers in a Linear Model

      摘要
    • 摘要: 针对来自于线性模型Y=Xβ+e的数据,给出了检验其异常数据的新方法.针对误差方差已知和未知两种情形,分别提出两个检验统计量,给出了检验该线性模型中异常数据的具体步骤和检验的拒绝域,并且证明了该检验方法的检验水平.

       

      Abstract: A new method of testing outliers in a class of linear model Y=Xβ+e is brought forth. In the two cases of the known and unknown error variance, two test statistics are supplied respectively. The detailed steps for testing outliers in the linear model and the testing rejection range are both presented and the testing power of such a method proves to be effective.

       

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