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Influence analysis of linear models with random effects. (English) Zbl 0943.62069

Summary: A unified diagnostic method for linear models with random effects based upon the joint likelihood given by G.K. Robinson [Stat. Sci. 6, No. 1, 15-51 (1991)] is presented. The case deletion model is equivalent to the mean shift outlier model, as well as case weights model. From this point of view, several new diagnostic measures, such as Cook distance, \(WK\) diagnostics are derived. Some previous results are improved. Numerical examples illustrate the method.

MSC:

62J20 Diagnostics, and linear inference and regression
62F03 Parametric hypothesis testing
Full Text: DOI

References:

[1] Robinson, G.K., That BLUP is a good thing: the estimation of random effects, Statistical Science, 1991 (1):15–51. · Zbl 0955.62500 · doi:10.1214/ss/1177011926
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