Influence diagnostics in multiple discriminant analysis

• Autores: Diego Moreno Roldán, Juan Manuel Muñoz Pichardo , Alicia Enguix González
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 16, Nº. 1, 2007, págs. 172-187
• Idioma: inglés
• DOI: 10.1007/s11749-006-0007-9
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• Resumen

  • Various influence diagnostics in Multiple Discriminant Analysis can be found in the literature. Almost all of them are based on the overall probability of misclassification. Two case-deletion diagnostics which evaluate the effect of the omission on the linear functions which determine Fisher¿s Linear Discriminant Rule are proposed in this paper. Both measures are based on the L 2-norm: The first diagnostic is calculated from the data set and the second diagnostic is calculated in the minimum hypercube which covers it.