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Data size

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 tex2html_wrap_inline4290 . For any element tex2html_wrap_inline4292 , with observed value f, we must have tex2html_wrap_inline4294 . Therefore the element of tex2html_wrap_inline4290 with the largest standardised observation

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is precisely the bearing tex2html_wrap_inline4304 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 tex2html_wrap_inline4306 is

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tex2html_wrap_inline4314 is as defined in subsection 4.4. As in that subsection, we may construct the quantity tex2html_wrap_inline4304 as

equation834

where tex2html_wrap_inline4320 are any uncorrelated collection of elements of tex2html_wrap_inline4290 , with prior variance one, and tex2html_wrap_inline3979 is the observed value of tex2html_wrap_inline3981 . tex2html_wrap_inline4304 has the property that for any tex2html_wrap_inline4292

equation845

We have

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and

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the rank of tex2html_wrap_inline3618 . The size ratio for data vector tex2html_wrap_inline4306 is therefore

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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.



David Wooff
Thu Oct 15 11:56:54 BST 1998