Published

2001-07-01

UNA GENERALIZACIÓN DE LA ESTADÍSTICA DE COOK

Keywords:

Modelos Lineales, Mínimos cuadrados, Observaciones Influyentes, Estadística de Cook, Estadística Q_k, Estadística DF-Beta (es)
Linear Models, Least squares, Influential Observations, Cook's Statistics, Q_k Statistics, DF-Beta Statistics (en)

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Authors

  • José Jiménez M. Universidad Nacional de Colombia
En este artículo se presenta una generalización de la estadística de Cook la cual permite identificar las observaciones más influyentes en la estimación vía mínimos cuadrados de los parámetros del modelo de regresión lineal múltiple.
This paper presents a generalization of the Cook's statistics useful in the identification of influential observations in the least squares estimation of the multiple regression parameters.

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Copyright (c) 2001 Revista Colombiana de Estadística

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