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Article: Assessing local influence in principal component analysis with application to haematology study data

TitleAssessing local influence in principal component analysis with application to haematology study data
Authors
KeywordsInfluence function
Local influence
Perturbation
Principal component analysis
Issue Date2007
PublisherJohn Wiley & Sons Ltd. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0277-6715/
Citation
Statistics In Medicine, 2007, v. 26 n. 13, p. 2730-2744 How to Cite?
AbstractIn many medical and health studies, high-dimensional data are often encountered. Principal component analysis (PCA) is a commonly used technique to reduce such data to a few components that includes most of the information provided by the original data. However, PCA is known to be very sensitive to some abnormal observations. Therefore, it is essential to assess such sensitivity in PCA. In this paper, the assessments of local influence based on generalized influence function are developed under the case-weights and additive perturbation schemes, along with a discussion of the perturbation scheme and the generalized influence function approach. When perturbing different variables of the data, it is noted that the directions of the largest joint local influence for the eigenvalues are all the same. Moreover, these directions are completely determined by the score values of the observations, to which an approximate cut-off point is given. The proposed methods are applied to analyse a set of haematology study data for illustration. Results add new insights in finding influential observations in the studied data set. Copyright © 2006 John Wiley & Sons, Ltd.
Persistent Identifierhttp://hdl.handle.net/10722/82769
ISSN
2015 Impact Factor: 1.533
2015 SCImago Journal Rankings: 1.811
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorFung, WKen_HK
dc.contributor.authorGu, Hen_HK
dc.contributor.authorXiang, Len_HK
dc.contributor.authorYau, KKWen_HK
dc.date.accessioned2010-09-06T08:33:12Z-
dc.date.available2010-09-06T08:33:12Z-
dc.date.issued2007en_HK
dc.identifier.citationStatistics In Medicine, 2007, v. 26 n. 13, p. 2730-2744en_HK
dc.identifier.issn0277-6715en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82769-
dc.description.abstractIn many medical and health studies, high-dimensional data are often encountered. Principal component analysis (PCA) is a commonly used technique to reduce such data to a few components that includes most of the information provided by the original data. However, PCA is known to be very sensitive to some abnormal observations. Therefore, it is essential to assess such sensitivity in PCA. In this paper, the assessments of local influence based on generalized influence function are developed under the case-weights and additive perturbation schemes, along with a discussion of the perturbation scheme and the generalized influence function approach. When perturbing different variables of the data, it is noted that the directions of the largest joint local influence for the eigenvalues are all the same. Moreover, these directions are completely determined by the score values of the observations, to which an approximate cut-off point is given. The proposed methods are applied to analyse a set of haematology study data for illustration. Results add new insights in finding influential observations in the studied data set. Copyright © 2006 John Wiley & Sons, Ltd.en_HK
dc.languageengen_HK
dc.publisherJohn Wiley & Sons Ltd. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0277-6715/en_HK
dc.relation.ispartofStatistics in Medicineen_HK
dc.rightsStatistics in Medicine. Copyright © John Wiley & Sons Ltd.en_HK
dc.subjectInfluence functionen_HK
dc.subjectLocal influenceen_HK
dc.subjectPerturbationen_HK
dc.subjectPrincipal component analysisen_HK
dc.titleAssessing local influence in principal component analysis with application to haematology study dataen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0277-6715&volume=26&spage=2730&epage=2744&date=2007&atitle=Assessing+local+influence+in+principal+component+analysis+with+application+to+haematology+study+dataen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1002/sim.2747en_HK
dc.identifier.pmid17094070-
dc.identifier.scopuseid_2-s2.0-34249672694en_HK
dc.identifier.hkuros149880en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-34249672694&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume26en_HK
dc.identifier.issue13en_HK
dc.identifier.spage2730en_HK
dc.identifier.epage2744en_HK
dc.identifier.isiWOS:000246998300011-
dc.publisher.placeUnited Kingdomen_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK
dc.identifier.scopusauthoridGu, H=35268417200en_HK
dc.identifier.scopusauthoridXiang, L=7102911425en_HK
dc.identifier.scopusauthoridYau, KKW=7101941425en_HK

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