Diagnostic measures for linear mixed measurement error models
Zare, Karim
Rasekh, Abdolrahman

Date: 2011
Abstract: In this paper, we present case deletion and mean shift outlier models for linear mixed measurement error models using the corrected likelihood of Nakamura (1990). We derive the corrected score test statistic for outliers detection based on mean shift outlier models. Furthermore, several case deletion diagnostics are constructed as a tool for influence diagnostics. It is found that they can be written in terms of studentized residuals of model, error contrast matrix and the inverse of the response variable covariance matrix. Our influence diagnostics are illustrated through a real data set.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès
Document: Article ; recerca ; Versió publicada
Subject: Case deletion ; Corrected score method ; Influential points ; Linear mixed measurement ; Error models ; Mean shift outlier model
Published in: SORT : statistics and operations research transactions, Vol. 35, Núm. 2 (July-December 2011) , p. 125-144, ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/248346


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Articles > Research articles

 Record created 2012-07-24, last modified 2024-05-25



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