Relative local influence and the condition number |
| |
Authors: | R W Farebrother |
| |
Affiliation: | Department of Econometrics and Social Statistics , University of Hanchester , Manchester, M13 9PL, United Kingdom |
| |
Abstract: | In this paper we show that the condition number traditionally used by numerical analysts is closely related to a variant of Cook's (1986) absolute measure of local influence. The nature of the assumptions made in our derivation of this result raises several questions concerning the relevance of the traditional condition number as a measure of computational accuracy in statistical studies. |
| |
Keywords: | Condition number Curvature Local influence |
|
|