首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Influence Diagnostics in the Common Canonical Variates Model
Authors:Hong Gu  Wing K Fung
Institution:(1) Department of Statistics and Actuarial Science, University of Hong Kong, Pokfulam Road, Hong Kong, China
Abstract:As a generalization of the canonical correlation analysis to k random vectors, the common canonical variates model was recently proposed based on the assumption that the canonical variates have the same coefficients in all k sets of variables, and is applicable to many cases. In this article, we apply the local influence method in this model to study the impact of minor perturbations of data. The method is non-standard because of the restrictions imposed on the coefficients. Besides investigating the joint local influence of the observations, we also obtain the elliptical norm of the empirical influence function as a special case of local influence diagnostics. Based on the proposed diagnostics, we find that the results of common canonical variates analysis for the female water striders data set is largely affected by omitting just one single observation.
Keywords:Common canonical variates  influence function  local influence  perturbation  restricted likelihood  statistical diagnostic
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号