Sankhya: The Indian Journal of Statistics

1996, Volume 58, Series B, Pt. 3, pp. 323--337

FIRST ORDER LOCAL INFLUENCE OF TEST STATISTICS IN MULTIVARIATE REGRESSION

By

M. K. TANG and WING K. FUNG, The University of  Hong Kong, Hong Kong

SUMMARY.  Four tests statistics, namely, the Wilk's ratio, Lawley-Hotelling trace, Pillai's trace and Roy's maximum root in multivariate regression, instead of the usual likelihood displacement, are used for local influence analysis. The first order local influence approach studies the first derivatives of these test statistics . Three different perturbation schemes such as case-weights, explanatory variables and response variables are adopted for local influence assessment.

AMS (1991) subject classification.  62H15, 62J99.

Key words and phrases. Diagnostics, local influence, hypothesis testing, multivariate regression, perturbation.

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