Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Influence Analysis on a Test Statistic in Canonical Correlation Analysis

  • Jung, Kang-Mo (Department of Informatics and Statistics, Kunsan National University)
  • Published : 2001.08.01
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Abstract

We propose a method for detecting influential observations that have a large influence on the likelihood ratio test statistic for the two sets of variables are uncorrelated with one another. For this purpose we derive a local influence measure for the likelihood ratio test statistic under certain perturbation scheme. An illustrative example is given to show the effectiveness of the proposed method on the identification of influential observations.

Keywords

References

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