JaLCDOI 10.18926/fest/19712
Title Alternative Assessment of Local Influence in Statistical Modelling with Equality Constraints
FullText URL 004_019_035.pdf
Author Zhang, Fanghong| Mori, Yuichi| Tanaka, Yutaka|
Abstract Alternative Influence analysis in the sense of Cook (1986)'s local influence is derived for statistical modelling with equality constraints. It is a supplement to Tanaka and Zhang (1998) and its formulation is an extension of that of Kwan and Fung (1998) so that it can deal with the influence on an arbitrary subset of parameters. As a special case the influence in principal component analysis is discussed and a numerical example is shown. The numerical results are compared with those by Zhang et al. (1998), in which local influence is evaluated by using the perturbation theory of eigenvalue problems, and the relationship is discussed with the influence functions derived by Tanaka and Watadani (1992).
Keywords Cook's local influence equality constraints principal component analysis subsets of parameters
Publication Title 岡山大学環境理工学部研究報告
Published Date 1999-02-26
Volume volume4
Issue issue1
Start Page 19
End Page 35
ISSN 1341-9099
language 日本語
File Version publisher
NAID 120002309028
JaLCDOI 10.18926/fest/11521
FullText URL 007_031_038.pdf
Author 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
Publication Title 岡山大学環境理工学部研究報告
Published Date 2002-03-22
Volume volume7
Issue issue1
Start Page 31
End Page 38
ISSN 1341-9099
language 英語
File Version publisher
NAID 120002313336