• Title/Summary/Keyword: Influence Function Method

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Extending the calibration between empirical influence function and sample influence function to t-statistic (경험적 영향함수와 표본영향함수 간 차이 보정의 t통계량으로의 확장)

  • Kang, Hyunseok;Kim, Honggie
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.889-904
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    • 2021
  • This study is a follow-up study of Kang and Kim (2020). In this study, we derive the sample influence functions of the t-statistic which were not directly derived in previous researches. Throughout these results, we both mathematically examine the relationship between the empirical influence function and the sample influence function, and consider a method to approximate the sample influence function by the empirical influence function. Also, the validity of the relationship between an approximated sample influence function and the empirical influence function is verified by a simulation of a random sample of size 300 from normal distribution. As a result of the simulation, the relationship between the sample influence function which is derived from the t-statistic and the empirical influence function, and the method of approximating the sample influence function through the empirical influence function were verified. This research has significance in proposing both a method which reduces errors in approximation of the empirical influence function and an effective and practical method that evolves from previous research which approximates the sample influence function directly through the empirical influence function by constant revision.

INFLUENCE ANALYSIS FOR GENERALIZED ESTIMATING EQUATIONS

  • Jung Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.35 no.2
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    • pp.213-224
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    • 2006
  • We investigate the influence of subjects or observations on regression coefficients of generalized estimating equations using the influence function and the derivative influence measures. The influence function for regression coefficients is derived and its sample versions are used for influence analysis. The derivative influence measures under certain perturbation schemes are derived. It can be seen that the influence function method and the derivative influence measures yield the same influence information. An illustrative example in longitudinal data analysis is given and we compare the results provided by the influence function method and the derivative influence measures.

Influence Analysis in Selecting Discriminant Variables

  • Jung, Kang-Mo;Kim, Myung-Geun
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.499-509
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    • 2001
  • We investigate the influence of observations on a test of additional information about discrimination using the influence function and the derivative influence measures. the influence function for the test statistic is derived and this sample versions are used for influence analysis. The derivative influence measures for the test statistic under a perturbation scheme are derived. It will be seen that the influence function method and the derivative influence measures yield the same result. Furthermore, we will derive the relationships between the influence function and the derivative influence measures when the sample size is large. an illustrative example is given and we will compare the results provided by the influence function method and the derivative influence measures.

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A study on the difference and calibration of empirical influence function and sample influence function (경험적 영향함수와 표본영향함수의 차이 및 보정에 관한 연구)

  • Kang, Hyunseok;Kim, Honggie
    • The Korean Journal of Applied Statistics
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    • v.33 no.5
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    • pp.527-540
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    • 2020
  • While analyzing data, researching outliers, which are out of the main tendency, is as important as researching data that follow the general tendency. In this study we discuss the influence function for outlier discrimination. We derive sample influence functions of sample mean, sample variance, and sample standard deviation, which were not directly derived in previous research. The results enable us to mathematically examine the relationship between the empirical influence function and sample influence function. We can also consider a method to approximate the sample influence function by the empirical influence function. Also, the validity of the relationship between the approximated sample influence function and the empirical influence function is also verified by the simulation of random sampled data in normal distribution. As the result of a simulation, both the relationship between the two influence functions, sample and empirical, and the method of approximating the sample influence function through the emperical influence function were verified. This research has significance in proposing a method that reduces errors in the approximation of the empirical influence function and in proposing an effective and practical method that proceeds from previous research that approximates the sample influence function directly through empirical influence function by constant revision.

Local Influence Assessment of the Misclassification Probability in Multiple Discriminant Analysis

  • Jung, Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.471-483
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    • 1998
  • The influence of observations on the misclassification probability in multiple discriminant analysis under the equal covariance assumption is investigated by the local influence method. Under an appropriate perturbation we can get information about influential observations and outliers by studying the curvatures and the associated direction vectors of the perturbation-formed surface of the misclassification probability. We show that the influence function method gives essentially the same information as the direction vector of the maximum slope. An illustrative example is given for the effectiveness of the local influence method.

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The Changes in x2 Statistic when a Row is Deleted from a Contingency Table

  • Lee, Heesook;Kim, Honggie
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.305-317
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    • 2003
  • We suggest methods to measure the changes in $x^2$ statistic when a row is deleted from a two-way contingency table. The influence function is extended and the deletion method is applied. Two examples are presented and we compare the results obtained from the influence function method and the deletion method.

OUTLIER DETECTION BASED ON A CHANGE OF LIKELIHOOD

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1133-1138
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    • 2008
  • A general method of detecting outliers based on a change of likelihood by using the influence function is suggested. It can be applied to all kinds of distributions that are specified by parameters. For the multivariate normal case, specific computations are made to get the corresponding conditional influence function. A numerical example is provided for illustration.

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Influence in Fitting an Equicorrelation Model

  • Kim, Myung Geun;Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.841-849
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    • 2001
  • The influence in fitting an equicorrelation model is investigated using the influence function. The influence functions for the model parameters are derived and its sample versions are used for investigating the influence of observations on the estimators of the parameters. Some relationships among the sample versions are found. We will derive a measure for identifying observations that have a large influence on the test of fitting the equicorrelation model using the influence function method. An example is given for illustration.

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Efficient Meshless Method for Accurate Eigenvalue Analysis of Clamped Plates (고정단 평판의 고정밀도 고유치 해석을 위한 효율적인 무요소법 개발)

  • Kang, S. W.
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.25 no.10
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    • pp.653-659
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    • 2015
  • A new formulation of the non-dimensional dynamic influence function method, which is a type of the meshless method, is introduced to extract highly accurate eigenvalues of clamped plates with arbitrary shape. Originally, the final system matrix equation of the method, which was introduced by the author in 1999, does not have a form of algebraic eigenvalue problem unlike FEM. As the result, the non-dimensional dynamic influence function method requires an inefficient process to extract eigenvalues. To overcome this weak point, a new approach for clamped plates is proposed in the paper and the validity and accuracy is shown in verification examples.

Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.