Abstract | ||
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In this paper, we consider subset deletion diagnostics for fixed effects (coefficient functions), random effects and one variance component in varying coefficient mixed models (VCMMs). Some simple updated formulas are obtained, and based on which, Cook's distance, joint influence and conditional influence are also investigated. Besides, since mean shift outlier models (MSOMs) are also efficient to detect outliers, we establish an equivalence between deletion models and MSOMs, which is not only suitable for fixed effects but also for random effects, and test statistics for outliers are then constructed. As a byproduct, we obtain the nonparametric ''delete = replace'' identity. Our influence diagnostics methods are illustrated through a simulated example and a real data set. |
Year | DOI | Venue |
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2009 | 10.1016/j.jmva.2009.06.008 | J. Multivariate Analysis |
Keywords | Field | DocType |
joint influence,influence diagnostics,conditional influence,62g10,outlier tests,secondary,outlier test,62g35,random effect,subset deletion diagnostics,fixed effect,coefficient mixed model,“delete=replace” identity,deletion model,primary,62g08,coefficient function,mean shift outlier model,influence diagnostics method,cook’s distance,cook s distance,mixed model,mean shift,random effects,fixed effects | Econometrics,Random effects model,Conditional probability distribution,Test statistic,Outlier,Nonparametric statistics,Mixed model,Cook's distance,Statistics,Mathematics,Random function | Journal |
Volume | Issue | ISSN |
100 | 9 | Journal of Multivariate Analysis |
Citations | PageRank | References |
1 | 0.46 | 0 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Zaixing Li | 1 | 1 | 0.46 |
Wangli Xu | 2 | 9 | 6.40 |
Lixing Zhu | 3 | 116 | 34.41 |