Sankhya: The Indian Journal of Statistics

2001, Volume 63, Series A, Pt. 2, pp. 250--259

LOCAL INFLUENCE FOR THE RESTRICTED LIKELIHOOD WITH APPLICATIONS

By

HONG GU and WING K. FUNG, University of Hong Kong, Pokfulam, Hong Kong

SUMMARY. The local influence method of Cook (1986) is a general method for assessing the effects of local perturbations of a statistical model. In this article, we consider the local influence approach in the general restricted likelihood framework. Possible applications of the developed local influence diagnostics are discussed. For illustration, the sensitivity of common principal components model to the Fisher's iris data is presented.

AMS (1991) subject classification. 62--07.

Key words and phrases. Diagnostics, local influence, perturbation, restricted likelihood.

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