Statistical Software SAM — Sensitivity Analysis in Multivariate Methods

Tarumi, Tomoyuki; Tanaka, Yutaka

doi:10.1007/978-3-642-46890-2_52

Cited by 5 publications

(4 citation statements)

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“…Software Tarumi and Tanaka (1986) (Greenacre, 1984;Tarumi, 1986), and performs sensitivity analysis in PCA , canonical correlation analysis and Hayashi's third method of quantification (multiple correspondence analysis). Mathematical techniques used are the perturbation expansions of eigenvalues and eigenvectors assuming simple or multiple eigenvalues.…”

Section: Influence Measuresmentioning

confidence: 99%

Recent Advance in Sensitivity Analysis in Multivariate Statistical Methods

Tanaka

1994

Journal of the Japanese Society of Computational Statistics

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Methodologies have been developed in the last two decades for detecting influential observations and evaluating the stability of the results of analysis not only in regression and related methods but also in other multivariate methods. In developing these methodologies influence functions play important roles. The present paper shows that influence functions can be derived in various multivariate statistical methods and that a general strategy based on influence functions and its robust version are useful for detecting singly and/or jointly influential observations. Cases of principal component analysis, exploratory factor analysis and confirmatory factor analysis are studied with numerical examples.

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Section: Influence Measuresmentioning

confidence: 99%

Recent Advance in Sensitivity Analysis in Multivariate Statistical Methods

Tanaka

1994

Journal of the Japanese Society of Computational Statistics

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“…Before showing the implementation results of SAM II, we explain the above general procedure briefly (Tarumi 1986;Tarumi and Tanaka 1986). …”

Section: General Proceduresmentioning

confidence: 99%

“…Finally in section 5 discussion and summary are given. At first we show the outline of the basic idea used in SAM and SAM II (Tarumi 1986;Tarumi and Tanaka 1986). A number of descriptive multivariate methods such as principal component analysis can be treated as an eigenvalue problem.…”

Section: Introductionmentioning

confidence: 99%

“…In the last decade, sensitivity analysis and its methodologies in various multivariate methods have been discussed by several authors. Then some statistical software for the sensitivity analysis have been developed, for instance, SAM (Tarumi and Tanaka 1986), SAF/B (Tanaka, Castano andOdaka 1990, Odaka, Watadani and and SAF/S (Inoue, Odaka and Tanaka 1991). SAM iss for sensitivity analysis in descriptive multivariate methods, and SAF/B and SAF/S are for sensitivity analysis in factor analysis written in BASIC and S language, respectively.…”

Section: Introductionmentioning

confidence: 99%

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