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Диагностика влияния (расстояние Кука, DFFITS, плечо)×Анализ главных компонент×
ОбластьСтатистикаМашинное обучение
СемействоRegression modelMachine learning
Год появления19772002
Автор методаR. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)
ТипRegression diagnosticUnsupervised dimensionality reduction
Основополагающий источникCook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer. DOI ↗
Другие названияCook's distance, DFFITS, leverage, influential observation detectionTemel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform
Связанные53
СводкаInfluence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.
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ScholarGateСравнение методов: Influence Diagnostics · Principal Component Analysis. Получено 2026-06-18 из https://scholargate.app/ru/compare