Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

Influence diagnostics and outlier tests for varying coefficient mixed models

Language

English

Abstract

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. © 2009 Elsevier Inc. All rights reserved.

Keywords

"Delete=Replace" identity, Conditional influence, Cook's distance, Influence diagnostics, Joint influence, Outlier tests

Publication Date

2009

Source Publication Title

Journal of Multivariate Analysis

Volume

100

Issue

9

Start Page

2002

End Page

2017

Publisher

Elservier

DOI

10.1016/j.jmva.2009.06.008

Link to Publisher's Edition

http://dx.doi.org/10.1016/j.jmva.2009.06.008

ISSN (print)

0047259X

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