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The influence of observations on misclassification probability in multiple discriminant analysis
Authors:Wing K Fung
Institution:Department of Statistics , The University of Hong Kong , Hong KongPokfulam Road
Abstract:The influence of observations in estimating the misclassification probability in multiple discriminant analysis is studied using the common omission approach. An empirical influence function for the misclassification probability is also derived, It can give a very good approximation to the omission approach, but the computational load is much reduced, Various extensions of the measures are suggested. The proposed measures are applied to the famous Iris data set. The same three observations are identified as having the most influence under different measures.
Keywords:Influence function  omission approach  influential observations  multiple discriminant analysis  misclassification probability
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