Earlier in this section, we considered standardised changes in various individual quantities. We then considered measures of maximal discrepancy in adjusted expectation. We now combine these two assessments.
For any data vector D, we may construct the collection of linear combinations . For any element , with observed value f, we must have . Therefore the element of with the largest standardised observation
is precisely the bearing of the adjustment of D by D. We therefore define the size of the data observation D as follows.
Definition The size of the data vector is
is as defined in subsection 4.4. As in that subsection, we may construct the quantity as
where are any uncorrelated collection of elements of , with prior variance one, and is the observed value of . has the property that for any
We have
and
the rank of . The size ratio for data vector is therefore
Again, we expect this value to be near one. Values which are very large or very close to zero suggest similar possible misspecifications to those for a general adjustment.