有影响的异常值对回归分析中参数估计的影响。
The effect of influential outliers on parameter estimation in regression analysis.
作者信息
Hatch J P, Prihoda T J
机构信息
Department of Psychiatry, University of Texas Health Science Center, San Antonio 78284-7792.
出版信息
Biofeedback Self Regul. 1992 Jun;17(2):153-6; discussion 157-8. doi: 10.1007/BF01000105.
A comment is made on an article recently published in this journal by Borgeat, Elie, and Castonguay (1991). It is noted that the raw data contained an outlier which is shown to have had a large influence on their estimation of the regression coefficient. Analysis of the data using a nonparametric statistic that is optimal for long-tailed distributions showed that the true regression coefficient is probably smaller than that reported. Other approaches to the analysis of data containing influential outliers are discussed.
对博尔热阿、埃利和卡斯顿圭（1991年）最近发表在本期刊上的一篇文章进行了评论。注意到原始数据中存在一个异常值，该异常值对他们对回归系数的估计产生了很大影响。使用对长尾分布最优的非参数统计对数据进行分析表明，真实的回归系数可能比报告的要小。还讨论了分析包含有影响异常值的数据的其他方法。
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