Variable selection in discriminant analysis: measuring the influence of individual cases

被引：3
|
作者：
Steel, SJ [1 ]
Louw, N [1 ]
机构：
[1] Univ Stellenbosch, Dept Stat & Actuarial Sci, ZA-7602 Matieland, South Africa
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2001年 / 37卷 / 02期
基金：
新加坡国家研究基金会;
关键词：
classification; variable selection; influential observations;
D O I：
10.1016/S0167-9473(01)00012-3
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper the influence of individual data cases in discriminant analysis, specifically in the case where an initial variable selection step precedes the analysis, is considered. Existing influence measures proposed by Fung (J. Amer. Statist. Assoc. 90 (1995) 952) in a non-selection context are extended to a selection context, and a new, more informative measure of selection influence is proposed. Application of these measures is illustrated by means of examples. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：249 / 260
页数：12
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