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Application Of Quasi-case-deletion Method Based On Regression And Time Series Model

Posted on:2020-12-10Degree:MasterType:Thesis
Country:ChinaCandidate:Q ChenFull Text:PDF
GTID:2370330590959882Subject:Statistics
Abstract/Summary:PDF Full Text Request
A quasi-case-deletion model based on regression model and time series model is proposed in this paper.Firstly,the case-deletion diagnostic method for linear regression model is briefly introduced.Secondly,a quasi-case-deletion diagnostic method for linear model with correlated errors and time series model is proposed.What s more,the asymptotic equivalence of the estimates of regression coefficients for case-deletion model and quasi-case-deletion model is given when the errors are independent.Finally,the effectiveness of quasi-case deletion method is illustrated by real examples and simulation studies.
Keywords/Search Tags:regression model, time series, quasi-case-deletion, statistical diagnosis, parameter estimation
PDF Full Text Request
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