Sensitivity Analysis in Principal Component Regression : Numerical Investigation

주성분회귀(主成分回歸)에서의 민감도분석(敏感度分析) : 수치적(數値的) 연구(硏究)

  • Published : 1991.06.25


Shin, Tarumi and Tanaka(1989) discussed a method of sensitivity analysis in principal component regression(PCR) based on an influence function derived by Tanaka(1988). The present paper is its continuation. In this paper we first consider two new influence measures, then apply the proposed method to various data sets and discuss some properties of sensitivity analysis in PCR.