Theory & Methods: A Diagnostic Method for Principal Components Tests

Kang–Mo Jung

Australian & New Zealand Journal of Statistics, 2002, vol. 44, issue 3, 311-318

Abstract: The local influence method is adapted to testing hypotheses about principal components for investigating the influence of observations on the test statistic. Simultaneous perturbations on all observations are considered. The main diagnostic is the direction vector of the maximum slope of the surface formed by the perturbed test statistic. A perturbation is constructed whose result is the same as that of the influence function method. An example is given for illustration.

Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:bla:anzsta:v:44:y:2002:i:3:p:311-318

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