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广义华林回归模型的影响分析

Influence analysis for the generalized Waring regression model.

作者信息

Rivas Luisa, Galea Manuel

机构信息

Departamento de Estadística, Universidad de Concepción, Concepción, Chile.

Departamento de Estadística, Pontificia Universidad Católica de Chile, Santiago, Chile.

出版信息

J Appl Stat. 2019 Sep 26;47(1):1-27. doi: 10.1080/02664763.2019.1670148. eCollection 2020.

Abstract

In this paper, we consider a regression model under the generalized Waring distribution for modeling count data. We develop and implement local influence diagnostic techniques based on likelihood displacement. Also we develop case-deletion methods. The generalized Waring regression model is presented as a mixture of the Negative Binomial and the Beta II distributions, and it is compared to the Negative Binomial and Waring regression models. Estimation is performed by maximum likelihood function. The influence measures developed in this paper are applied to a Spanish football league data set. Empirical results show that the generalized Waring regression model performs better when compared to the Negative Binomial and Waring regression models. Technical details are presented in the Appendix.

摘要

在本文中,我们考虑用于计数数据建模的广义华林分布下的回归模型。我们基于似然偏移开发并实施了局部影响诊断技术。我们还开发了删除案例的方法。广义华林回归模型被表示为负二项分布和贝塔II分布的混合,并且将其与负二项回归模型和华林回归模型进行比较。估计通过最大似然函数进行。本文中开发的影响度量被应用于一个西班牙足球联赛数据集。实证结果表明,与负二项回归模型和华林回归模型相比,广义华林回归模型表现得更好。技术细节在附录中给出。

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Influence analysis for the generalized Waring regression model.广义华林回归模型的影响分析
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