Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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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
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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.

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