DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS

摘要

The detection of influential observations on the estimation of the dimension reduction sub-space returned by Sliced Inverse Regression (SIR) is considered. Although there are many measures to detect influential observations in related methods such as multiple linear regression, there has been little development in this area with respect to dimension reduction. One particular influence measure for a version of SIR is examined and it is shown, via simulation and example, how this may be used to detect influential observations in practice.