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本文主要研究了logistic回归中高杠杆点的检测方法,指出了传统用hii检测高杠杆点的不合理性,建议用h*i=hi/(pi(1-pi))作为检测高杠杆点的统计量,并在此基础上提出{(h*i,epi)}图用于检测高杠杆点和异常点。本文还通过Monte-Carlo方法说明了{(h*i,epi)}图不但能检测出高杠杆点和异常点,还可区分高杠杆点的“有害”与“无害”
This paper mainly studies the detection method of high leverage point in logistic regression, and points out the unreasonableness of hi-detection of high leverage point in traditional methods. It is recommended to use h*i=hi/(pi(1-pi)) as the statistic to detect high leverage points. Based on this, and based on this, the {(h*i, epi)} plot is proposed to detect high leverage and outliers. In this paper, the Monte-Carlo method is also used to illustrate that the {(h*i,epi)} map can not only detect high leverage points and abnormal points, but also distinguish “harmful” and “harmless” from high leverage points.