Diagnostics for identifying influential cases in manova

Abstract

Measures of influence of multivariate cases on the estimated parameter matrix in MANOVA are developed. The development is based on the confidence region resulting from the likelihood ratio criterion, and is patterned after the development of Cook's univariate D_Imeasure. Influence measures corresponding to the other 3 common multivariate test criteria are presented. Relationships to the measures of Caroni (1987), and Barrett and Ling (1988) are noted. A numerical example is included.

Keywords:

• influence measures
• multivariate linear model
• Cook's D_i
• confidence regions
• Wilk's likelihood ratio
• Hotelling-lawley trace
• Pillai's trace
• Roy's largest root