Case-deletion diagnostics for linear mixed models

Jianxin Pan, Yu Fei, Peter Foster

    Research output: Contribution to journalArticlepeer-review

    210 Downloads (Pure)

    Abstract

    Based on the Q-function, the conditional expectation of the logarithm of the joint-likelihood between responses and random effects, we propose a case-deletion approach to identify influential subjects and influential observations in linear mixed models. The models considered here are very broad in the sense that any covariance structures can be specified in the covariance matrices of the random effects and random errors. Analytically explicit forms of diagnostic measures for the fixed effects and variance components are provided. Comparisons with existing methods, including likelihood-based case-deletion and local influence methods, are made. Numerical results, including real data analysis and simulation studies, are presented for both illustration and comparison. This article has supplementary material online. © 2014 American Statistical Association and the American Society for Quality.
    Original languageEnglish
    Pages (from-to)269-281
    Number of pages12
    JournalTechnometrics: a journal of statistics for the physical, chemical and engineering sciences
    Volume56
    Issue number3
    Early online date12 Jul 2013
    DOIs
    Publication statusPublished - 24 Jul 2014

    Keywords

    • Covariance structures
    • Generalized Cook distance
    • Influence analysis
    • Q-function

    Fingerprint

    Dive into the research topics of 'Case-deletion diagnostics for linear mixed models'. Together they form a unique fingerprint.

    Cite this