Local influence for Student-t partially linear models
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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Data(s) |
20/10/2012
20/10/2012
2011
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Resumo |
In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) CAPES Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) CNPq FAPESP Brazil Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) |
Identificador |
COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.55, n.3, p.1462-1478, 2011 0167-9473 http://producao.usp.br/handle/BDPI/30444 10.1016/j.csda.2010.10.009 |
Idioma(s) |
eng |
Publicador |
ELSEVIER SCIENCE BV |
Relação |
Computational Statistics & Data Analysis |
Direitos |
restrictedAccess Copyright ELSEVIER SCIENCE BV |
Palavras-Chave | #Student t distribution #Nonparametric models #Maximum penalized likelihood estimates #Robust estimates #Sensitivity analysis #SEMIPARAMETRIC REGRESSION-MODELS #MIXED MODELS #INFLUENCE DIAGNOSTICS #PENALIZED LIKELIHOOD #SMOOTHING SPLINES #EM ALGORITHM #LONGITUDINAL DATA #INCOMPLETE-DATA #TESTS #ROBUSTNESS #Computer Science, Interdisciplinary Applications #Statistics & Probability |
Tipo |
article original article publishedVersion |