Local influence in multivariate regression
- 1 January 1995
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 24 (5) , 1271-1278
- https://doi.org/10.1080/03610929508831552
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.Keywords
This publication has 3 references indexed in Scilit:
- General Classes of Influence Measures for Multivariate RegressionJournal of the American Statistical Association, 1992
- Detection of influential observations in multivariate regressionJournal of Applied Statistics, 1989
- Assessment of Local InfluenceJournal of the Royal Statistical Society Series B: Statistical Methodology, 1986