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Influence functions in multivariate analysis

Calder, P (1986) Influence functions in multivariate analysis. Doctor of Philosophy (PhD) thesis, University of Kent. (KAR id:86258)

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Abstract

In this thesis we derive and apply influence functions for the detection of observations in multivariate analysis which when omitted from, or added to, the data lead to substantial changes in some aspect of our analysis. Emphasis is placed on the influence functions for the eigenvalues and eigenvectors in principal component analysis, from both the covariance and correlation matrices, and correspondence analysis. Also considered are the influence functions for the bivariate, multiple and partial correlation coefficients and the eigenvalues and eigenvectors in canonical correlation analysis. We derive algebraic expressions, in terms of the original analysis, for the theoretical influence function in all cases and it is compared with the sample influence function when this has a 'simple' algebraic form. Only limited sample expressions can be derived for the changes in the eigenvalues and eigenvectors in principal component analysis and correspondence analysis, but the functions are compared numerically when applied to datasets. Problems in assessing the influence on eigenvectors when we have close eigenvalues, due to rotation within a relatively unchanged subspace, are highlighted in both principal component analysis and correspondence analysis and are discussed.

Item Type: Thesis (Doctor of Philosophy (PhD))
Additional information: This thesis has been digitised by EThOS, the British Library digitisation service, for purposes of preservation and dissemination. It was uploaded to KAR on 09 February 2021 in order to hold its content and record within University of Kent systems. It is available Open Access using a Creative Commons Attribution, Non-commercial, No Derivatives (https://creativecommons.org/licenses/by-nc-nd/4.0/) licence so that the thesis and its author, can benefit from opportunities for increased readership and citation. This was done in line with University of Kent policies (https://www.kent.ac.uk/is/strategy/docs/Kent%20Open%20Access%20policy.pdf). If you feel that your rights are compromised by open access to this thesis, or if you would like more information about its availability, please contact us at ResearchSupport@kent.ac.uk and we will seriously consider your claim under the terms of our Take-Down Policy (https://www.kent.ac.uk/is/regulations/library/kar-take-down-policy.html).
Uncontrolled keywords: Statistics
Subjects: Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
SWORD Depositor: SWORD Copy
Depositing User: SWORD Copy
Date Deposited: 29 Oct 2019 16:38 UTC
Last Modified: 15 Feb 2022 12:36 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/86258 (The current URI for this page, for reference purposes)
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