Journal of the Korean Data and Information Science Society
- Volume 2
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- Pages.1-9
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- 1991
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- 1598-9402(pISSN)
Sensitivity Analysis in Principal Component Regression : Numerical Investigation
주성분회귀(主成分回歸)에서의 민감도분석(敏感度分析) : 수치적(數値的) 연구(硏究)
- Shin, Jae-Kyoung (Graduate School of Natural Science and Technology, Okayama University) ;
- Tarumi, Tomoyuki (Department of Statistics, Okayama University) ;
- Tanaka, Yutaka (Department of Statistics, Okayama University)
- 신재경 ;
- ;
- Published : 1991.06.25
Abstract
Shin, Tarumi and Tanaka(1989) discussed a method of sensitivity analysis in principal component regression(PCR) based on an influence function derived by Tanaka(1988). The present paper is its continuation. In this paper we first consider two new influence measures, then apply the proposed method to various data sets and discuss some properties of sensitivity analysis in PCR.
Keywords