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Article: Assessment of local influence in multivariate regression analysis

TitleAssessment of local influence in multivariate regression analysis
Authors
Fung, WKTang, MK
KeywordsCurvature
Diagnostics
Local influence
Multivariate regression
Perturbation
Issue Date1997
PublisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.asp
Citation
Communications In Statistics - Theory And Methods, 1997, v. 26 n. 4, p. 821-837 How to Cite?
DOI: http://dx.doi.org/10.1080/03610929708831952
AbstractDifferent schemes of perturbation can be adopted in the method of local influence on multiple regression analysis such as perturbation in case-weights, explanatory variables and response variables. These are generalized to multivariate regression analysis. Sometimes a subset of parameters is also of interest in local influence analysis. Kim (1995) has considered only the case-weights perturbation with full parameters of interest in multivariate regression, but his formulation is complicated. The proof of the equivalence of his result and one of our formulae is given. In this paper, all results derived are comparable to those obtained for multiple regression. An illustrative example is shown for the application of local influence in multivariate regression.
Persistent Identifierhttp://hdl.handle.net/10722/82650
ISSN
0361-0926
2021 Impact Factor: 0.863
2020 SCImago Journal Rankings: 0.470
ISI Accession Number ID
WOS:A1997WN72100003
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorFung, WKen_HK
dc.contributor.authorTang, MKen_HK
dc.date.accessioned2010-09-06T08:31:50Z-
dc.date.available2010-09-06T08:31:50Z-
dc.date.issued1997en_HK
dc.identifier.citationCommunications In Statistics - Theory And Methods, 1997, v. 26 n. 4, p. 821-837en_HK
dc.identifier.issn0361-0926en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82650-
dc.description.abstractDifferent schemes of perturbation can be adopted in the method of local influence on multiple regression analysis such as perturbation in case-weights, explanatory variables and response variables. These are generalized to multivariate regression analysis. Sometimes a subset of parameters is also of interest in local influence analysis. Kim (1995) has considered only the case-weights perturbation with full parameters of interest in multivariate regression, but his formulation is complicated. The proof of the equivalence of his result and one of our formulae is given. In this paper, all results derived are comparable to those obtained for multiple regression. An illustrative example is shown for the application of local influence in multivariate regression.en_HK
dc.languageengen_HK
dc.publisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.aspen_HK
dc.relation.ispartofCommunications in Statistics - Theory and Methodsen_HK
dc.subjectCurvatureen_HK
dc.subjectDiagnosticsen_HK
dc.subjectLocal influenceen_HK
dc.subjectMultivariate regressionen_HK
dc.subjectPerturbationen_HK
dc.titleAssessment of local influence in multivariate regression analysisen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0361-0926&volume=26&spage=821&epage=837&date=1997&atitle=Assessment+of+local+influence+in+multivariate+regression+analysisen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1080/03610929708831952-
dc.identifier.scopuseid_2-s2.0-0031108885en_HK
dc.identifier.hkuros26788en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0031108885&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume26en_HK
dc.identifier.issue4en_HK
dc.identifier.spage821en_HK
dc.identifier.epage837en_HK
dc.identifier.isiWOS:A1997WN72100003-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK
dc.identifier.scopusauthoridTang, MK=36832159600en_HK
dc.identifier.issnl0361-0926-

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