Assessing local influence in principal component analysis with application to haematology study data.

Wing K Fung1, Hong Gu, Liming Xiang

  • 1Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong. wingfung@hku.hk

Statistics in Medicine
|November 10, 2006
PubMed
Summary

Principal Component Analysis (PCA) is sensitive to outliers in high-dimensional data. This study introduces methods to assess this sensitivity, improving outlier detection in medical and health studies.