Influence diagnostics for generalized CP tensor regression models

Chengcheng Hao, Shaoyun Zhang, Yonghui Liu, Shuangzhe Liu

    Research output: Contribution to journalArticlepeer-review

    Abstract

    Tensor regression models are widely used in diverse fields, but influence diagnostics for these models remain underdeveloped. This study extends local influence analysis and the case-deletion method to generalized CP tensor regression. We derive one-step approximations of generalized Cook's distance using the Hessian and Fisher information matrices. Three perturbation schemes–case-weighted, single-explanatory-variable, and group-explanatory-variable–are analyzed via the likelihood displacement's largest curvature. Simulations and empirical results confirm that our diagnostic methods accurately identify influential observations, even under higher-than-true rank assumptions.

    Original languageEnglish
    Pages (from-to)1-24
    Number of pages24
    JournalJournal of Statistical Computation and Simulation
    DOIs
    Publication statusPublished - 2025

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