JaLCDOI 10.18926/fest/11521
フルテキストURL 007_031_038.pdf
著者 張 方紅| 田中 豊|
抄録 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.
キーワード Local influence influence function equality constraints
出版物タイトル 岡山大学環境理工学部研究報告
発行日 2002-03-22
開始ページ 31
終了ページ 38
ISSN 1341-9099
言語 English
論文のバージョン publisher
NAID 120002313336
JaLCDOI 10.18926/fest/19712
タイトル(別表記) Assessment of Local Influence in Statistical Modelling with Equality Constraints
フルテキストURL 004_019_035.pdf
著者 張 方紅| 森 裕一| 田中 豊|
抄録(別表記) 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).
キーワード Cook's local influence equality constraints principal component analysis subsets of parameters
出版物タイトル 岡山大学環境理工学部研究報告
発行日 1999-02-26
開始ページ 19
終了ページ 35
ISSN 1341-9099
言語 Japanese
論文のバージョン publisher
NAID 120002309028