Influence analysis on the direction of optimal response

Yufen Huang and Sheng-Wen Wang

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1287-1299

Abstract: Ridge analysis was first introduced in the context of the general response surface methodology by Hoerl (1959, 1962, 1964). It provides a way of determining the path of the maximum or minimum response of a second order surface as we proceed outward from any selected focus (or starting point) which need not be the center of the experimental design. However, if there are outliers in the data, the direction of the optimal response found via ridge analysis will, of course, be affected. Detection of such influential points is therefore essential. A generalization of the perturbation scheme in Hampel’s (1974) method can be applied to ridge analysis. This has never been explored in the literature. Hence, in this paper, we first develop single-perturbation influence functions for the direction of optimal response in order to detect abnormal data points while applying ridge analysis. Single-perturbation diagnostics can suffer from masking effects, see Riani and Atkinson (2001). Therefore, we also develop pair-perturbation influence functions for the direction of the optimal response in ridge analysis to uncover the masked unusual points while applying a single-perturbation scheme. Finally, we illustrate these new methods with a real data example and a simulation study.

Keywords: Influence functions; Perturbation; Response surface methodology; Ridge analysis (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715212004440
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:4:p:1287-1299

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2012.11.028

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().