Journal of the Korean Statistical Society
- Volume 20 Issue 2
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- Pages.177-190
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- 1991
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
On Sensitivity Analysis in Principal Component Regression
- Kim, Soon-Kwi (Dept. of Statistics, Kangnung University) ;
- Park, Sung H. (Dept. of Statistics Science and Statistics, Seoul National University)
- Published : 1991.12.01
Abstract
In this paper, we discuss and review various measures which have been presented for studying outliers. high-leverage points, and influential observations when principal component regression is adopted. We suggest several diagnostics measures when principal component regression is used. A numerical example is illustrated. Some individual data points may be flagged as outliers, high-leverage point, or influential points.
Keywords