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Influence function analysis applied to partial least squares |
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| Authors: | Kjell Johnson William Rayens |
| Institution: | (1) Nonclinical Statistics, Pfizer Global Research and Development, Michigan Laboratories, 2800 Plymouth Road, Ann Arbor, MI 48105, USA;(2) Department of Statistics, University of Kentucky, Lexington, KY 40506, USA |
| Abstract: | In this work we present the empirical influence functions for the covariances (eigenvalues) and directions (eigenvectors) of partial least squares under the constraint of uncorrelated components. We apply the results to several data sets and provide advice for using these tools in practice. |
| Keywords: | Partial least squares Influence function analysis Outliers |
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