Local influence in multilevel models. (English) Zbl 1144.62053
Summary: The authors study the local influence of observations in multilevel regression models. To this end, they perturb simultaneously the variances, responses and the design matrix. To measure the local change caused by these perturbations, they use generalized R. D. Cook statistics [J. R. Stat. Soc., Ser. B 48, 133–169 (1986; Zbl 0608.62041)] for the fixed and random parameter estimates. Closed form local influence measures also allow them to assess the joint influence of various observations. They suggest a simple computation method and illustrate their results using two examples.
MSC:
| 62J20 | Diagnostics, and linear inference and regression |
| 62J05 | Linear regression; mixed models |
| 62H12 | Estimation in multivariate analysis |
| 62J99 | Linear inference, regression |
| 65C60 | Computational problems in statistics (MSC2010) |
Citations:
Zbl 0608.62041Software:
MLwiNReferences:
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