Influence Diagnostics in the Common Canonical Variates Model

摘要: As a generalization of the canonical correlation analysis to k random vectors, common variates model was recently proposed based on assumption that have same coefficients in all sets variables, and is applicable many cases. In this article, we apply local influence method study impact minor perturbations data. The non-standard because restrictions imposed coefficients. Besides investigating joint observations, also obtain elliptical norm empirical function as special case diagnostics. Based diagnostics, find results for female water striders data set largely affected by omitting just one single observation.