THE 2ND-ORDER APPROXIMATION TO SAMPLE INFLUENCE CURVE IN CANONICAL CORRELATION-ANALYSIS

Authors
FUNG WK GU H
Citation
Wk. Fung et H. Gu, THE 2ND-ORDER APPROXIMATION TO SAMPLE INFLUENCE CURVE IN CANONICAL CORRELATION-ANALYSIS, Psychometrika, 63(3), 1998, pp. 263-269
Citations number
10
Categorie Soggetti
Social Sciences, Mathematical Methods","Psychologym Experimental","Mathematics, Miscellaneous","Mathematics, Miscellaneous
Journal title
Psychometrika → ACNP
ISSN journal
00333123
Volume
63
Issue
3
Year of publication
1998
Pages
263 - 269
Database
ISI
SICI code
0033-3123(1998)63:3<263:T2ATSI>2.0.ZU;2-8
Abstract
A second order approximation to the sample influence curve (SIC) in ca nonical correlation analysis has been derived in the literature. Howev er, it does not seem satisfactory for some cases. In this paper, we pr esent a more accurate second order approximation. As a particular case , the proposed method is exact for the SIC of the squared multiple cor relation coefficient. An example is given.