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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A Note on the Assessment of Local Influence in Statistical Models with Equality Constraints

Zhang, Fanghong
Tanaka, Yutaka
Abstract
Relationship has been discussed by Tanaka and Zhang(1999) between the sensitivity analyses based on influence functions and on Cook's local influence, and it has been shown that equivalent results are obtained under general conditions by these analyses in statistical modeling without/with equality constraints. However, a condition implicitly assumed in the proof in Tanaka and Zhang(1999) in the case with equality constraints does not necessarily hold. The present paper gives a complete proof without assuming the condition. Also a formula for the normal curvature is derived for the convenience of practical computation.
Keywords
Local influence
influence function
equality constraints
ISSN
1341-9099
NCID
AN10529213