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 language | English |
|---|---|
| Pages (from-to) | 1-24 |
| Number of pages | 24 |
| Journal | Journal of Statistical Computation and Simulation |
| DOIs | |
| Publication status | Published - 2025 |
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