Graphical Methods for the Sensitivity Analysis in Discriminant Analysis

Abstract

Similar to regression, many measures to detect influential data points in discriminant analysis have been developed. Many follow similar principles as the diagnostic measures used in linear regression in the context of discriminant analysis. Here we focus on the impact on the predicted classification posterior probability when a data point is omitted. The new method is intuitive and easily interpretable compared to existing methods. We also propose a graphical display to show the individual movement of the posterior probability of other data points when a specific data point is omitted. This enables the summaries to capture the overall pattern of the change.