Influence function analysis applied to partial least squares

DOI10.1007/S00180-007-0037-0MaRDI QIDQ964607zbMATH OpenOpenAlexFDO

Authors Kjell Johnson, William S. Rayens

Publication date 22 April 2010

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-007-0037-0

zbMATH Keywords

eigenvalueseigenvectorsempirical influence functions

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Computational methods for problems pertaining to statistics (62-08) Diagnostics, and linear inference and regression (62J20)

Review text

The authors consider partial least squares (PLS) components as solutions to the corresponding eigenvalue problem. Empirical influence functions (EIFs) are constructed for the estimates of eigenvalues and eigenvectors. These EIFs enable one to identify observations that directly influence the eigenstructure of PLS and hence the performance of the PLS model. Applications to simulated and real life data are considered.

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Cited in

(7)

• Estimation of influence functions
• Influence function analysis for the robust partial least squares (RoPLS) estimator
• Influence function analysis for partial least squares with uncorrelated components
• scientific article; zbMATH DE number 3978487 (Why is no real title available?)
• Pointwise influence matrices for functional‐response regression
• Influence function of projection-pursuit principal components for functional data
• Assessing local influence in PLS regression by the second order approach

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