Local influence in multivariate regression
Myung Genn Kim
Abstract
Myung Genn Kim
Abstract
The method of local influence is generalized to the multivariate regression. The scheme of perturbations adopted in multivariate regression is similar in spirit to the perturbation of case-weights in univariate regression case. The method developed here is useful for identifying influential observations in multivariate regression as an exploratory or confirmatory data analysis. An illustrative example is given for the effectiveness of the local influence approach in multivariate regression.
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The method of local influence is generalized to the multivariate regression. The scheme of perturbations adopted in multivariate regression is similar in spirit to the perturbation of case-weights in univariate regression case. The method developed here is useful for identifying influential observations in multivariate regression as an exploratory or confirmatory data analysis. An illustrative example is given for the effectiveness of the local influence approach in multivariate regression.
Key concepts: Multivariate statistics, Bayesian multivariate linear regression, Univariate, Regression analysis, Regression, Statistics, Segmented regression, Multivariate analysis