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1997 Fiscal Year Final Research Report Summary

Sensitivity Analysis in Complex Statistical Models

Research Project

Project/Area Number 08680331
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionOkayama University

Principal Investigator

TANAKA Yutaka  Okayama University, Dept.of Environmental & Mathematical Sciences, Professor, 環境理工学部, 教授 (20127567)

Co-Investigator(Kenkyū-buntansha) ODAKA Yoshimasa  Kurashiki University of Science and the Arts Dept.of Computer Science and Mathem, 産業科学技術学部, 教授 (50109740)
KURIHARA Koji  Okayama University, Dept.of Environmental & Mathematical Sciences, Assoc.Profess, 環境理工学部, 助教授 (20170087)
TARUMI Tomoyuki  Okayama University, Dept.of Environmental & Mathematical Sciences, Professor, 環境理工学部, 教授 (50033915)
Project Period (FY) 1996 – 1997
KeywordsSensitivity analysis / Influential observations / Influence functions / Influenctial subsets / Local influence / Multivariate analysis
Research Abstract

In these two years we put emphasis on the studies of the following topics : 1) Relationship between two approaches to sensitivity analysis (SA), one based on influence functions and the other based on Cook's local influence and its applications, 2) SA in multivariate methods of incomplete data, 3) Development of principal component analysis based on a subset of variables and its SA,4) Development of unified software for SA in various multivariate methods. For the first topic we have studied covariance structure analysis (CSA), which includes many kinds of multivariate methods. We have considered four cases defined by {CSA without/with functional constraints} x {we are interested in all/a subset of parameters}, and have found that in all cases both approaches provide essentially equivalent results, if we introduce the same perturbation to the maximum likelihood estimation of normal theory CSA.On the basis of this equivalence we can develop SA which can be applied to detect jointly as well as singly influential observations ( [6], TR [2]). For the second topic we have developed SA procedure in multivariate analyzes of data-sets containing socalled ignorable missing values by applying the implicit function theorem to the EM algorithm of estimating the means and covariances ( [8], [10]). For the third and fourth topics see [3], [9] & [11].

  • Research Products

    (26 results)

All Other

All Publications (26 results)

  • [Publications] Shin, J.K.: "Cross-validatory choice for the number of principal components in principal component regression" J.Jpn.Soc.Comp.Statist.9. 53-59 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Tanaka, Y.: "Sensitivity analysis in multivariate methods : General procedure based on influence functions and its robust version" Computer Science and Statistics. 28. 186-195 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Tanaka, Y.: "Principal component analysis based on a subset of variables : Variable selection and sensitivity analysis" American Journal of Mathematical and Management Sciences. 6. 61-89 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Mori, Y.: "Principal component analysis based on a subset of variables for qualitative data" Data Science,Classification,and Related Methods. 547-554 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kim, H.B.: "Two types of partial least squares methods in linear discriminant analysis" Data Science,Classification,and Related Methods. 261-267 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kim, H.B.: "Writer identification by using partial least squares linear discriminant function" SERI Journal. 1. 31-43 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Tanaka, Y.: "Q-mode and R-mode influence analyses in multivariate methods" Bulletin of The International Statistical Institute,Contributed Papers,51st Session,Book 2. 191-192 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kim, H.B.: "Criteria to determine the number of components in partial least squares linear discriminant function" Bulletin of The International Statistical Institute,Contributed Papers,51st Session,Book2. 167-168 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kim, H.J.: "Influence in multivariate statistical analyses of incomplete data" 9^<th> Korea and Japan Joint Conference of Statistics. 197-202 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Mori, Y.: "Statistical software SAMMIF : Sensitivity analysis in multivariate methods based on influence functions" 9^<th> Korea and Japan Joint Conference of Statistics. 179-185 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Castano-Tostado, E.: "A comparison of canonical correlation analysis and redundancy analysis from the sensitivity viewpoint" Computer Science and Statistics. 28. 432-436 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kim, H.J.: "Assessment of local influence in multivariate analyses of incomplete data" J.Faculty of Environmental Science and Technology. 3. 37-46 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Otake, M.: "Binary data on radiation-related brain damage prenatally exposed and statistical threshold model" J.Faculty of Environmental Science and Technology. 3. 47-62 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Shin, J.K.and Tanaka, Y.: "Cross-validatory choice for the number of principal components in principal component regression" J.Jpn.Soc.Comp.Statist. 9. 53-59 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Tanaka, Y.and Tarumi, T.: "Sensitivity analysis in multivariate methods : General procedure based on influence functions and its robust version" Computer Science and Statistics. 28 (1997). 186-195 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Tanaka, Y.and Mori, Y.: "Principal component analysis based on a subset of variables : Variable selection and sensitivity analysis" American Journal of Mathematical and management Sciences. 6, No.1 & 2. 61-89 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Castano-Tostado, E.and Tanaka, Y.: "A comparison of canonical correlation analysis and redundancy analysis from the sensitivity viewpoint" Computer Science and Statistics. 29,2. 432-436 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Mori, Y., Tarumi, T.and Tanaka Y.: "Principal component analysis based on a subset of variables for qualitative data" In "Data Science, Classification, and Related Methods" (Edited by C.Hayashi et al.) Springer. 547-554 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Tanaka, Y., Watadani, S.and Zhang, F.H.: "Q-mode and R-mode influence analyzes in multivariate methods" Bulletin of The International Statistical Institute, Contributed Papers, 51th Session, Book 2. 191-192 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kim, H.B., Lee, H.C.Seo, S.W., Cho, M.S.and Tanaka, Y.: "Criteria to determine the numerber of components in partial least squares linear discriminant function" Bulletin of The International Statistical Institute, Contributed Papers, 51th Session, Book 2. 167-168 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kim, H.J., TarumiT,and Tanaka, Y: "Influence in multivariate statistical analyzes of incomplete data" Proc.9^<th> Korea and Japan Joint Conference of Statistics. 197-202 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Mori, Y., Yamamoto, Y., Watadani, S., Odaka, Y., Tarumi, T.and Tanaka, Y.: "Statistical software SAMMIF : Sensitivity analysis in multivariate methods based on influence functions" Proc.9^<th> Korea and Japan Joint Conference of Statistics. 179-185 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kim, H.J., Tarumi, T.and Tanaka, Y.: "Assessment of local influence in multivariate analyzes of incomplete data" J.Faculty of Environmental Science and Technology. Vol.3. 37-46 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Mori, Y., Watadani, S., Tarumi, T.and Tanaka, Y.: "Development of statistical software SAMMIF for sensitivity analysis in multivariate methods" accepted for publication in "COMPSTAT 98". (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Tanaka, Y.and Watadani, S.: "On some measures of influence in sensitivity analysis in multivariate methods" Technical Report No.62, Okayama Statistical Association.(1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Tanaka, Y., Zhang, F.H.and Watadani, S.: "Q-mode and R-mode influence analyzes in multivariate methods" Technical Report No.66, Okayama Statistical Association. (1998)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 1999-03-16  

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