岡山大学環境理工学部研究報告 ISSN 2187-6940
Published by Faculty of Environmental Science and Technology, Okayama University

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Studies on Covariance Selection Models : Stepwise Procedure and Local Influence

Sung, JiMin
Yang, WooSung
Tanaka, Yutaka
Abstract
Analysis of covariance selection models is a useful multivariate method to analyze the covariance structure of a multivariate normal distribution. It is used to reveal cause-and-effect relationships. In the present paper we review the theory and study numerically how the stepwise procedure of covariance selection works in actual data analysis. Then we try to develop a method of influence analysis in covariance selection, and show a numerical example to illustrate the usefulness of the method of influence analysis.
Keywords
Covariance Selection
Local Influence
Influence Function
Stepwise Procedure
ISSN
1341-9099
NCID
AN10529213