Title
Analyzing data with robust multivariate methods and diagnostic plotsAnalyzing data with robust multivariate methods and diagnostic plots
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Research group
Department of Mathematics - Computer Sciences
Publication type
conferenceObject
Publication
Heidelberg :Physica, [*]
Subject
Mathematics
Source (book)
15th Biannual Conference on Computational Statistics (COMPSTAT), August 24-28, 2002, Berlin, germany
ISBN
3-7908-1517-9
ISI
000179942900020
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Abstract
Principal Component Analysis, Canonical Correlation Analysis and Factor Analysis (Johnson and Wichern 1998) are three different methods for analyzing multivariate data. Recently robust versions of these methods have been proposed by Croux and Haesbroeck (2000), Croux and behon (2001) and Pison et al. (2002) which are able to resist the effect of outliers. Influence functions for these methods are also present. However, there does not yet exist a graphical tool to display the results of the robust data analysis in a fast way. Therefore we now construct such a diagnostic tool based on empirical influence functions. These graphics will not only allow us to detect the influential points for the multivariate statistical method but also classify the observations according to their robust distances. In this way we can identify regular points, good- (non-outlying) influential points, influential outliers, and non-influential outliers. We can down weigh the influential outliers in the classical estimation method to obtain reliable and efficient estimates of the model parameters. Some generated. data examples will be given to show how these plots can be used in practice.
E-info
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000179942900020&DestLinkType=RelatedRecords&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000179942900020&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000179942900020&DestLinkType=CitingArticles&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
Handle