Diagnoses About Abnormal Values And Co-linearity In Regression Analysis

Regression Analysis is a major branch of applying statistics. It's a very usefulsubject. Generally speaking, it's a method of studying mutual digital relations of twoor more varieties. In those real problems, linear relationship is a most simple, mostessential, most powerful and most applied relationship, so it's very important to studylinear relationships. With the development of society and economics, linear regressionanalysis becomes a most dynamic subject in almost every areas because of it'spowerful ability of essence explaining and temporal guiding, and it amends andimproves itself as the time elapses.This article puts emphasis on diagnosing the regression. Because there are someerrors in data and method selecting in real operating, the regression model inclines tohave some warp in it's accuracy, stability and utility. We must diagnose it's problemsand cure them to improve the quality of regression model. Article poses amendingabout Cook distance diagnostic value, giving an example to explain its feasibility, andstudies the expanding of LS method before inducting diagnose principles, whichrepresents more catholicity.This article is composed by four chapters. First we make a introduction andconclusion about basic conceptions, applying sense, using background, history andgrowing.And then article narrates those basic principles, making a cushion for next parts.On the base of normal principles, article studies LS method in a more extent, whichexpands original principles.After that, article introduces the major principles about abnormal observation andhigh impact dots, which concludes normal residual, leverage value, concluding studentresidual, excluding student residual and Cook distance, and puts emphasis onamending Cook distance, posing advises on spotting abnormal and high impact dots.Finally, article tackled a real question, which contains many problems. We healthis question using those principles that are discussed above, and the result is verygood. We accumulate much precious experience from it.