Abstract: The linear weighted regression model is one of the models studied in many articles in recent years. Some further problems, such as disturbation, influence measure and estimate efficiency, have been discussed in this paper on the basis of the regression diagnosties. The partial conclusions of this paper are the extension of the familiar concepts in the regression diagnosties theory^[2,3,7] because they are representative of this kind of model.

Key words: heteroscedastic, regression diagnostic, efficiency, generalized student’s residual, influence measure