Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
권호 표지

Influence Analysis in Selecting Discriminant Variables

  • Jung, Kang-Mo (Department of Informatics and Statistics, Kunsan National University) ;
  • Kim, Myung-Geun (Department of Applied Statistics, Seowon University)
  • Published : 2001.09.01
Download PDF
⟨ Previous Next ⟩

Abstract

We investigate the influence of observations on a test of additional information about discrimination using the influence function and the derivative influence measures. the influence function for the test statistic is derived and this sample versions are used for influence analysis. The derivative influence measures for the test statistic under a perturbation scheme are derived. It will be seen that the influence function method and the derivative influence measures yield the same result. Furthermore, we will derive the relationships between the influence function and the derivative influence measures when the sample size is large. an illustrative example is given and we will compare the results provided by the influence function method and the derivative influence measures.

Keywords

References

  1. Applied Statistics v.27 The influence function as an aid in outlier detection in discriminant analysis Campbell, N.A
  2. Biometrika v.72 Influence in principal component analysis Critchley, F
  3. Journal of the American Statistical Association v.82 Influence analysis of generalized least squares estimators De Gruttola, V;Ware, J.H;Louis, T.A
  4. Journal of the American Statistical Association v.69 The influence curve and its role in robust estimation Hampel, F.R
  5. The Korean Communications in Statistics v.6 Influence analysis of the likelihood ratio test in multivariate Behrens-Fisher problem Jung, K.-M;Kim, M.G
  6. Communications in Statistics:Theory and Methods v.24 The influence in comparing covariance matrices, Kim, M.G
  7. Journal of the Korean Statistical Society v.25 Local influence on misclassification probability Kim, M.G
  8. Multivariate Analysis Mardia, K.V;Kent, J.T;Bibby, J.M
  9. Linear Statistical Inference and its Applications Rao, C.R
  10. Multivariate observations Seber, G.A.F