• Title/Summary/Keyword: local influence

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Local Influence Assessment of the Misclassification Probability in Multiple Discriminant Analysis

  • Jung, Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.471-483
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    • 1998
  • The influence of observations on the misclassification probability in multiple discriminant analysis under the equal covariance assumption is investigated by the local influence method. Under an appropriate perturbation we can get information about influential observations and outliers by studying the curvatures and the associated direction vectors of the perturbation-formed surface of the misclassification probability. We show that the influence function method gives essentially the same information as the direction vector of the maximum slope. An illustrative example is given for the effectiveness of the local influence method.

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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

LOCAL INFLUENCE ANALYSIS OF THE PROPORTIONAL COVARIANCE MATRICES MODEL

  • Kim, Myung-Geun;Jung, Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.233-244
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    • 2004
  • The influence of observations is investigated in fitting proportional covariance matrices model. Local influence measures are obtained when all parameters or subsets of the parameters are of interest. We will also derive the local influence measure for investigating the influence of observations in testing the proportionality of covariance matrices. A numerical example is given for illustration.

Local Influence Analysis of the Equicorrelation Model

  • Kim, Myung-Geun;Jung, Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.447-458
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    • 2002
  • The influence of observations in the equicorrelation model is investigated using the local influence approach when all parameters or subsets of parameters are of interest. When a parameter of interest is scalar, an analytical form of the local influence measure can be found. We will derive a measure for identifying observations that have a large influence on the test of fitting the equicorrelation model. An example is given for illustration.

INFLUENCE ANALYSIS FOR A LINEAR HYPOTHESIS IN MULTIVARIATE REGRESSION MODEL

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.479-485
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    • 2003
  • The influence of observations on the Wilks' lambda test of a linear hypothesis in multivariate regression is investigated using the local influence method. The perturbation scheme of case-weights is considered. A numerical example is given to show the effectiveness of the local influence method in identifying the influential observations.

The local influence of LIU type estimator in linear mixed model

  • Zhang, Lili;Baek, Jangsun
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.465-474
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    • 2015
  • In this paper, we study the local influence analysis of LIU type estimator in the linear mixed models. Using the method proposed by Shi (1997), the local influence of LIU type estimator in three disturbance models are investigated respectively. Furthermore, we give the generalized Cook's distance to assess the influence, and illustrate the efficiency of the proposed method by example.

Local Influence on Misclassification Probability

  • Kim, Myung-Geun
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.145-151
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    • 1996
  • The local behaviour of the surface formed by the perturbed maximum likelihood estimator of the squared Mahalanobis distance is investigated. The study of the local behaviour allows a simultaneous perturbation on the samples of interest and it is effective in identifying influential observations.

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LOCAL INFLUENCE ON THE GOODNESS-OF-FIT TEST STATISTIC IN MAXIMUM LIKELIHOOD FACTOR ANALYSIS

  • Jung, Kang-Mo
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.489-498
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    • 1998
  • The influence of observations the on the goodness-of-fit test in maximum likelihood factor analysis is investigated by using the local influence method. under an appropriate perturbation the test statistic forms a surface. One of main diagnostics is the maximum slope of the perturbed surface the other is the direction vector cor-responding to the curvature. These influence measures provide the information about jointly influence measures provide the information about jointly influential observations as well as individ-ually influential observations.

A Role of Local Influence in Selecting Regressors

  • Kim, Myung-Geun
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.267-272
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    • 2006
  • A procedure for selecting regressors in the linear regression model is suggested using local influence approach. Under an appropriate perturbation scheme, the effect of perturbation of regressors on the profile log-likelihood displacement is assessed for variable selection. A numerical example is provided for illustration.

Local Influence Approach Diagnostics for Optimal Experimental Design (최적 실험계획법에 대한 Local Influence Approach 진단방법)

  • 김영일
    • The Korean Journal of Applied Statistics
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    • v.4 no.2
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    • pp.195-207
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    • 1991
  • We consider the development of simple regression-like diagnostics for assessing the sensitivity of an optimal design to deviations from the assumptions of constant error variance. This contains a review of Cook's local influence approach and an application of local influence aproach to D-optimal experimental design. The method is applied in a number of simple examples in Section 3. Conclusions and directions for further research follow in Section 4.

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