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Article: Influence diagnostics in the common canonical variates model

TitleInfluence diagnostics in the common canonical variates model
Authors
KeywordsCommon canonical variates
Influence function
Local influence
Perturbation
Restricted likelihood
Statistical diagnostic
Issue Date2000
PublisherSpringer Verlag.
Citation
Annals Of The Institute Of Statistical Mathematics, 2000, v. 52 n. 4, p. 753-766 How to Cite?
AbstractAs 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.
Persistent Identifierhttp://hdl.handle.net/10722/82728
ISSN
2015 Impact Factor: 0.768
2015 SCImago Journal Rankings: 0.931
References

 

DC FieldValueLanguage
dc.contributor.authorGu, Hen_HK
dc.contributor.authorFung, WKen_HK
dc.date.accessioned2010-09-06T08:32:43Z-
dc.date.available2010-09-06T08:32:43Z-
dc.date.issued2000en_HK
dc.identifier.citationAnnals Of The Institute Of Statistical Mathematics, 2000, v. 52 n. 4, p. 753-766en_HK
dc.identifier.issn0020-3157en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82728-
dc.description.abstractAs 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.en_HK
dc.languageengen_HK
dc.publisherSpringer Verlag.en_HK
dc.relation.ispartofAnnals of the Institute of Statistical Mathematicsen_HK
dc.subjectCommon canonical variatesen_HK
dc.subjectInfluence functionen_HK
dc.subjectLocal influenceen_HK
dc.subjectPerturbationen_HK
dc.subjectRestricted likelihooden_HK
dc.subjectStatistical diagnosticen_HK
dc.titleInfluence diagnostics in the common canonical variates modelen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0020-3157&volume=52&spage=753&epage=766&date=2000&atitle=Influence+diagnostics+in+the+common+canonical+variates+modelen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-6744260812en_HK
dc.identifier.hkuros57392en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-6744260812&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume52en_HK
dc.identifier.issue4en_HK
dc.identifier.spage753en_HK
dc.identifier.epage766en_HK
dc.publisher.placeGermanyen_HK
dc.identifier.scopusauthoridGu, H=55225103300en_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK

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