Local influence for Student-t partially linear models


Autoria(s): IBACACHE-PULGAR, German; PAULA, Gilberto A.
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2011

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

http://dx.doi.org/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