Influence function analysis applied to partial least squares

被引:1
|
作者
Johnson, Kjell
Rayens, William
机构
[1] Pfizer Global Res & Dev, Michigan Labs, Nonclin Stat, Ann Arbor, MI 48105 USA
[2] Univ Kentucky, Dept Stat, Lexington, KY 40506 USA
关键词
partial least squares; influence function analysis; outliers;
D O I
10.1007/s00180-007-0037-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this work we present the empirical influence functions for the covariances (eigenvalues) and directions (eigenvectors) of partial least squares under the constraint of uncorrelated components. We apply the results to several data sets and provide advice for using these tools in practice.
引用
收藏
页码:293 / 306
页数:14
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