Influence Analysis for Linear Measurement Error Models

被引：1

作者：

Xu-Ping Zhong

Bo-Cheng Wei

Wing-Kam Fung

机构：

[1] Southeast University,Department of Mathematics

[2] University of Hong Kong,Department of Statistics

来源：

Annals of the Institute of Statistical Mathematics | 2000年 / 52卷

关键词：

Corrected likelihood; diagnostics; global influence; local influence; measurement error models;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we present a unified diagnostic method for linear measurement error models based upon the corrected likelihood of Nakamura (1990, Biometrika, 77, 127–137). Both global influence and local influence are discussed. The case-deletion model and mean-shift outlier model are considered, and they are shown to be approximately equivalent. Several diagnostic measures are derived and discussed. It is found that they can be written in terms of the residual and leverage measure. Some existing results are improved. Numerical example illustrates that our method is useful for diagnosing influential observations.

引用

页码：367 / 379

页数：12

共 38 条

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