TY - JOUR
T1 - Influence diagnostics for generalized CP tensor regression models
AU - Hao, Chengcheng
AU - Zhang, Shaoyun
AU - Liu, Yonghui
AU - Liu, Shuangzhe
N1 - Publisher Copyright:
© 2025 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.
PY - 2025
Y1 - 2025
N2 - 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.
AB - 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.
KW - Case-deletion method
KW - diagnostic statistics
KW - generalized CP tensor regression model
KW - local influence analysis
UR - http://www.scopus.com/inward/record.url?scp=105016736009&partnerID=8YFLogxK
U2 - 10.1080/00949655.2025.2554295
DO - 10.1080/00949655.2025.2554295
M3 - Article
AN - SCOPUS:105016736009
SN - 0094-9655
SP - 1
EP - 24
JO - Journal of Statistical Computation and Simulation
JF - Journal of Statistical Computation and Simulation
ER -