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Statistical Software SAM — Sensitivity Analysis in Multivariate Methods

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COMPSTAT

Summary

A statistical software SAM is developed for performing sensitivity analysis in multivariate statistical methods. The main objectives are to detect influential observations and to evaluate the stability or reliability of the results. The outline of SAM is shown with a numerical example.

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References

  • Belsley D.A., Kuh E. and Welsch R.E.(1980). Regression Diagnostics, John Wiley and Sons.

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  • Cook R.D. and Weisberg S.(1982). Residuals and Influence in Regression, Chapman and Hall.

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  • Tanaka Y.(1983). Sensitivity analysis in Hayashi’s third methodof quantification, Behaviormetrika Vol. 16, 31–44.

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  • Tanaka Y. and Tarumi T.(1985). Computational aspect of sensitivity in multivariate methods, Technical Report No.12, Okayama Statisticians Group.

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  • Tanaka Y. and Tarumi T.(1986). Sensitivity analysis in Hayashi’s second method of quantification, Journal of the Japan Statistical Society, Vol. 16, No. 1.

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  • Tarumi T. (1986). Sensitivity analysis of descriptive multivariate methods formulated by the generalized singular value decomposition, Math. Japon. Vol. 31, No. 6.

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© 1986 Physica-Verlag, Heidelberg for IASC (International Association for Statistical Computing)

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Tarumi, T., Tanaka, Y. (1986). Statistical Software SAM — Sensitivity Analysis in Multivariate Methods. In: De Antoni, F., Lauro, N., Rizzi, A. (eds) COMPSTAT. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46890-2_52

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  • DOI: https://doi.org/10.1007/978-3-642-46890-2_52

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-7908-0355-6

  • Online ISBN: 978-3-642-46890-2

  • eBook Packages: Springer Book Archive

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