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

Authors:
S. J. Steel;N. Louw
Affiliations:
Department of Statistics and Actuarial Science, Stellenbosch University, Private Bag X1, Matieland, 7602, South Africa;Department of Statistics and Actuarial Science, Stellenbosch University, Private Bag X1, Matieland, 7602, South Africa
Venue:
Computational Statistics & Data Analysis
Year:
2001

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Abstract

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.