TY - JOUR
T1 - Influence diagnostics and outlier tests for varying coefficient mixed models
AU - Li, Zaixing
AU - Xu, Wangli
AU - ZHU, Lixing
N1 - The research was supported by a grant (HKBU2030/07P) from the Research Grants Council of Hong Kong, Hong Kong, by the National Natural Science Foundation of China (No. 10701079 and No. 10871001) and by the Humanities and Social Sciences Project of Chinese Ministry of Education (No. 08JC910002).
PY - 2009/10
Y1 - 2009/10
N2 - 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.
AB - 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.
KW - "Delete=Replace" identity
KW - Conditional influence
KW - Cook's distance
KW - Influence diagnostics
KW - Joint influence
KW - Outlier tests
UR - http://www.scopus.com/inward/record.url?scp=68949204879&partnerID=8YFLogxK
U2 - 10.1016/j.jmva.2009.06.008
DO - 10.1016/j.jmva.2009.06.008
M3 - Journal article
AN - SCOPUS:68949204879
SN - 0047-259X
VL - 100
SP - 2002
EP - 2017
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
IS - 9
ER -