本文利用Pena距离对广义线性回归模型的影响分析进行了讨论,得到广义线性回归模型的Pena距离公式,并对公式的性质以及其对高杠异常点的检测得到了相应的结论.在一定条件下,Pena距离对异常点的检测优于Cook距离.
In this paper, the influence of generalized linear model based on the Pena distance is discussed, The expression of the Pena distance about generalized linear model is obtained and its properties are discussed. Meanwhile, the discrimination of high-leverage outlier are obtained, then the conclusions obtained are that the Pena distance is better than the Cook distance on certain conditions.