Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Influence Analysis of the Liklihood Ratio Test in Multivariate Behrens-Fisher Problem

  • Jung, Kang-Mo (Assostamt Professor, Department of Informatics and Statistics, Kunsan National University) ;
  • Kim, Myung-Geun (Associate Professor, Department of Applied Statistics, Seowon University)
  • Published : 1999.12.01
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Abstract

We propose methods for detecting influential observations that have a large influence on the likelihood ratio test statistic for the multivariate Behrens-Fisher problem. For this purpose we derive the influence curve and the derivative influence of the likelihood ratio test statistic. An illustrative example is given to show the effectiveness of the proposed methods on the identification of influential observations.

Keywords

References

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