Regression model
影响诊断 (库克距离, DFFITS, 杠杆率)
影响诊断是一系列拟合后度量，用于量化每个单独观测值对拟合回归的影响程度。库克距离由 R. Dennis Cook 于 1977 年提出，杠杆率和 DFFITS 由 Belsley, Kuh 和 Welsch 于 1980 年正式化，用于标记最强烈地拉动估计系数的观测值。
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Method map
The neighbourhood of related methods — select a node to explore.
来源
- Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI: 10.1080/00401706.1977.10489493 ↗
- Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. Wiley. ISBN: 978-0471058564
如何引用本页
ScholarGate. (2026, June 1). Regression Influence Diagnostics (Cook's Distance, DFFITS, Leverage). ScholarGate. https://scholargate.app/zh/statistics/influence-diagnostics
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 中位数绝对离差 (MAD) 估计统计学↔ compare
- 普通最小二乘法 (OLS) 回归计量经济学↔ compare
- 分位数回归计量经济学↔ compare
- 岭回归（Ridge Regression）机器学习↔ compare
- 稳健回归统计学↔ compare