2019/09/30 by Luke A. Prendergast, J. Smith, Prendergast, Luke A. +1
Mathematics · #62H30 #Advanced Statistical Methods and Models #FOS: Mathematics #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1909.13479
openalex publication_date 2019/09/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Whilst influence functions for linear discriminant analysis (LDA) have been found for a single discriminant when dealing with two groups, until now these have not been derived in the setting of a general number of groups. In this paper we explore the relationship between Sliced Inverse Regression (SIR) and LDA, and exploit this relationship to develop influence functions for LDA from those already derived for SIR. These influence functions can be used to understand robustness properties of LDA and also to detect influential observations in practice. We illustrate the usefulness of these via their application to a real data set.