MULTIPLE DELETION MEASURES OF TEST STATISTICS IN MULTIVARIATE REGRESSION

  • Jung, Kang-Mo (Department of Informatics and Statistics, Kunsan National University)
  • 발행 : 2008.05.31

초록

In multivariate regression analysis there exist many influence measures on the regression estimates. However it seems to be few of influence diagnostics on test statistics in hypothesis testing. Case-deletion approach is fundamental for investigating influence of observations on estimates or statistics. Tang and Fung (1997) derived single case-deletion of the Wilks' ratio, Lawley-Hotelling trace, Pillai's trace for testing a general linear hypothesis of the regression coefficients in multivariate regression. In this paper we derived more extended form of those measures to deal with joint influence among observations. A numerical example is given to illustrate the effect of joint influence on the test statistics.

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