Research on Sensitivity Analysis in Multivariate Methods

多元方法敏感性分析研究

基本信息

批准号：
06680286
负责人：
TANAKA Yutaka
金额：
$ 0.7万
依托单位：
Okayama University
依托单位国家：
日本
项目类别：
Grant-in-Aid for General Scientific Research (C)
财政年份：
1994
资助国家：
日本
起止时间：
1994 至 1995
项目状态：
已结题

项目摘要

In these two years we focused on the following four topics in sensitivity analysis in multivariate methods : 1) Practical methods for detecting influential subsets by eliminating the so-called masking effect, 2) Development of a sensitivity analysis procedure in PCA bsed on a subset of variables, 3) Development of a sensitivity analysis procedure in partial least squares regression analysis (PLS) , and 4) Statistical software for sensitivity analysis in multivariate methods. For the first topic we proposed a robust sensitivity analysis procedure in COMPESTAT'94 paper, and also discussed the relationship between our procedure and Cook's local influence approach in Tanaka (1994) and in the presentation in a selected topic contributed paper session in ISI,Beijing. Concerning the second topic we have fully discussed in an invited paper presented in ICSQP'95 at Seoul and in Tanaka and Mori's paper which will appear in American Journal of Mathematical and Management Sciences. For the third topic we have derived influence functions in PLS and proposed a method of sensitivity analysis procedure. After presented in the fifth Japan-China Symposium on Statistics in 1994 we are now writing a full paper on this topic. As statistical software we have published SACS/B (Watadani and Tanaka, 1994) , which can detect not only singly but also jointly influential observations in covariance structure analysis including confirmatory factor analysis, exploratory factor analysis and LISREL models.

In these two years we focused on the following four topics in sensitivity analysis in multivariate methods : 1) Practical methods for detecting influential subsets by eliminating the so-called masking effect, 2) Development of a sensitivity analysis procedure in PCA bsed on a subset of variables, 3) Development of a sensitivity analysis procedure in partial least squares regression analysis (PLS) , and 4) Statistical software for sensitivity analysis in多元方法。对于第一个主题，我们提出了Compestat'94论文中的强大灵敏度分析程序，并讨论了我们的程序与库克在田中（1994）的库克当地影响方法之间的关系，以及在北京ISI的选定主题撰写论文会议中的演讲中。关于第二个主题，我们已经在首尔的ICSQP'95和田中和莫里的论文中充分讨论了，该论文将出现在《美国数学和管理科学杂志》中。对于第三个主题，我们在PLS中得出了影响功能，并提出了一种灵敏度分析程序的方法。在1994年在《日本 - 中国统计》研讨会上发表后，我们现在正在撰写有关此主题的完整论文。作为统计软件，我们发表了SACS/B（Watadani和Tanaka，1994年），它不仅可以单独检测，而且可以在协方差结构分析中共同检测到共同影响力的观察结果，包括确认性因素分析，探索性因素分析和LISREL模型。