Detection of outliers in multilevel models

被引：18

作者：

Shi, Lei ^{[1
]}

Chen, Gemai ^{[2
]}

机构：

[1] Yunnan Univ Finance & Econ, Coll Stat & Math, Yunnan 650221, Peoples R China

[2] Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 10期

关键词：

multilevel models; outliers; mean-shift model;

D O I：

10.1016/j.jspi.2008.01.004

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper studies outlier detection for multilevel models. Approximate formulae for outlier detection in estimating both fixed and random parameters under the mean-shift outlier model are derived, and a test for multiple outliers is proposed. These results can be used to detect outlier units at any levels. Detection of outlier units related to random parts is also studied. Analysis of an example shows that the proposed method is effective in identifying outliers in multilevel models. (C) 2008 Elsevier B.V All rights reserved.

引用

页码：3189 / 3199

页数：11

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