A recent method for assessing the local influence is introduced by Cook(1986), in which the normal curvature of the influence graph based on the likelihood displacement is used to monitor the influence of small pertur...A recent method for assessing the local influence is introduced by Cook(1986), in which the normal curvature of the influence graph based on the likelihood displacement is used to monitor the influence of small perturbation. Since then this method has been applied to various kind of models. However, the local influence in multivariate analysis is still an unexplored area because the influence for many statistics in multivariate analysis is not convenient to handle based on the Cook's likelihood displacement. In this paper, we suggest a method with a slight modification in Cook's approach to assess the local influence of small perturbation on a certain statistic. The local influence of the perturbation on eigenvalue and eigenvector of variance-covariance matrix in theoretical and sample version is assessed, some results for the other statistics in multivariate analysis such as generalized variance, canonical correlations are studied. Finally, two examples are analysed for illustration.展开更多
A general method for assessing local influence of minor perturbations of prior in Bayesian analysis is developed in this paper. U8ing some elementary ideas from differelltial geometryl we provide a unified approach fo...A general method for assessing local influence of minor perturbations of prior in Bayesian analysis is developed in this paper. U8ing some elementary ideas from differelltial geometryl we provide a unified approach for handling a variety of problexns of local prior influence. AS applications, we discuss the local influence of small perturbstions of normal-gamma prior density in linear model and investigate local prior influence from the predictive view.展开更多
The second order approach of local influence (see [15]) is developed and applied to Cox's proportional hazards model, and compared with Cook's local influence approach (see [6] and [13]) which was used in this...The second order approach of local influence (see [15]) is developed and applied to Cox's proportional hazards model, and compared with Cook's local influence approach (see [6] and [13]) which was used in this model. To study local influence, we perturb not only all cases simultaneously, but also cases individually to obtain 'direction curvature' in direction and 'curvature' for single case. Some examples are used to illustrate these methods.展开更多
文摘A recent method for assessing the local influence is introduced by Cook(1986), in which the normal curvature of the influence graph based on the likelihood displacement is used to monitor the influence of small perturbation. Since then this method has been applied to various kind of models. However, the local influence in multivariate analysis is still an unexplored area because the influence for many statistics in multivariate analysis is not convenient to handle based on the Cook's likelihood displacement. In this paper, we suggest a method with a slight modification in Cook's approach to assess the local influence of small perturbation on a certain statistic. The local influence of the perturbation on eigenvalue and eigenvector of variance-covariance matrix in theoretical and sample version is assessed, some results for the other statistics in multivariate analysis such as generalized variance, canonical correlations are studied. Finally, two examples are analysed for illustration.
文摘A general method for assessing local influence of minor perturbations of prior in Bayesian analysis is developed in this paper. U8ing some elementary ideas from differelltial geometryl we provide a unified approach for handling a variety of problexns of local prior influence. AS applications, we discuss the local influence of small perturbstions of normal-gamma prior density in linear model and investigate local prior influence from the predictive view.
文摘The second order approach of local influence (see [15]) is developed and applied to Cox's proportional hazards model, and compared with Cook's local influence approach (see [6] and [13]) which was used in this model. To study local influence, we perturb not only all cases simultaneously, but also cases individually to obtain 'direction curvature' in direction and 'curvature' for single case. Some examples are used to illustrate these methods.
