The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
Activity Number:
|
254
|
Type:
|
Contributed
|
Date/Time:
|
Monday, August 1, 2011 : 2:00 PM to 3:50 PM
|
Sponsor:
|
Section on Quality and Productivity
|
Abstract - #302397 |
Title:
|
Relationships Between the T-Square Statistic and the Influence Function
|
Author(s):
|
Robert L. Mason*+ and Youn-Min Chou and John C. Young
|
Companies:
|
Southwest Research Institute and The University of Texas at San Antonio and Retired
|
Address:
|
, San Antonio, TX, 78228-0510,
|
Keywords:
|
correlation coefficient ;
influential observation ;
MYT decomposition
|
Abstract:
|
Hotelling's T-Square statistic has many applications in multivariate analysis. In particular, it can be used to measure the influence that a particular observation vector has on parameter estimation. For example, in the bivariate case, there exists a direct relationship between the ellipse generated using a T-Square statistic for a single observation and the hyperbola generated using Hampel's influence function for the corresponding correlation coefficient. In this paper, we jointly use the components of the T-Square statistic in the MYT decomposition and some influence functions to identify outliers or influential observations. Since the conditional components in the T-Square statistics are related to the possible changes in the correlation between a variable and a group of other variables, we consider the true influence functions of the correlations and multiple correlation coefficients. Two finite-sample versions of the true influence functions are used to find the estimated influence function values.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.