| Project/Area Number |
06680286
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| Research Category |
Grant-in-Aid for General Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Research Field |
Statistical science
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| Research Institution | Okayama University |
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Principal Investigator |
TANAKA Yutaka Okayama University, Dept.of Environmental & Mathematical Sciences, Professor, 環境理工学部, 教授 (20127567)
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| Co-Investigator(Kenkyū-buntansha) |
ODAKA Yoshimasa Kurashiki University of Science and the Arts, Dept.of Computer Science and Mathe, 産業科学技術学部, 教授 (50109740)
KURIHARA Koji sama as above, Associate Professor, 環境理工学部, 助教授 (20170087)
TARUMI Tomoyuki same as above, Professor, 環境理工学部, 教授 (50033915)
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| Project Period (FY) |
1994 – 1995
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| Project Status |
Completed (Fiscal Year 1995)
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| Budget Amount *help |
¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 1995: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 1994: ¥500,000 (Direct Cost: ¥500,000)
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| Keywords | Multivariate analysis / Sensitivity analysis / Influential observations / Influence function / Unmasking / 多変量解析 / 感度分析 / 影響関数 / 影響度分析 / 外れ値 / ソフトウェア開発 |
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| Research Abstract |
In these two years we focused on the following four topics in sensitivity analysis in multivariate methods : 1) Practical methods for detecting influential subsets by eliminating the so-called masking effect, 2) Development of a sensitivity analysis procedure in PCA bsed on a subset of variables, 3) Development of a sensitivity analysis procedure in partial least squares regression analysis (PLS) , and 4) Statistical software for sensitivity analysis in multivariate methods. For the first topic we proposed a robust sensitivity analysis procedure in COMPESTAT'94 paper, and also discussed the relationship between our procedure and Cook's local influence approach in Tanaka (1994) and in the presentation in a selected topic contributed paper session in ISI,Beijing. Concerning the second topic we have fully discussed in an invited paper presented in ICSQP'95 at Seoul and in Tanaka and Mori's paper which will appear in American Journal of Mathematical and Management Sciences. For the third topic we have derived influence functions in PLS and proposed a method of sensitivity analysis procedure. After presented in the fifth Japan-China Symposium on Statistics in 1994 we are now writing a full paper on this topic. As statistical software we have published SACS/B (Watadani and Tanaka, 1994) , which can detect not only singly but also jointly influential observations in covariance structure analysis including confirmatory factor analysis, exploratory factor analysis and LISREL models.
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