等式制約を含む統計モデルにおける局所影響の評価

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).