关键词: 回归诊断, 影响函数, 统计量, 拟合值, 复相关系数, 强影响点, 多元线性模型, 残差

Abstract: In this paper, we discuss all kinds of influence functions used to determine influential cases in regression diagnostics and their relation between each other, and propose the distribution for data set to influence fitted values of each point, which can be used as another measure to determine influential cases.We establish the relation between influence distributions and the complex correlation coefficient to finish up with, and generalize these results in regression diagnostics of multivariate linear models.

Key words: regression diagnostics, influence function, statistic, fitted value, complex correlation coefficient, influential case, multivariate linear model, residual