한국데이터정보과학회:학술대회논문집
- 2001.10a
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- Pages.13-16
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- 2001
Influence Measures for the Likelihood Ratio Test on Independence of Two Random Vectors
- Jung, Kang-Mo (Department of Informatics & Statistic, Kunsan National University)
- Published : 2001.10.30
Abstract
We compare methods for detecting influential observations that have a large influence on the likelihood ratio test statistics that the two sets of variables are uncorrelated with one another. For this purpose we derive results of the deletion diagnostic, the influence function, the standardized influence matrix and the local influence. An illustrative example is given.
Keywords
- Comparing covariance matrices;
- deletion;
- influence function;
- likelihood ratio test;
- local influence;
- standardized influence matrix