Local Influence Analysis for Skew-Normal Linear Mixed Models


Autoria(s): MONTENEGRO, Lourdes C.; LACHOS, Victor H.; BOLFARINE, Heleno
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2009

Resumo

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

FAPESP/CNPq/FAPEMIG Brazil

CNPq/FAPEMIG

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Identificador

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.38, n.4, p.484-496, 2009

0361-0926

http://producao.usp.br/handle/BDPI/30516

10.1080/03610920802238647

http://dx.doi.org/10.1080/03610920802238647

Idioma(s)

eng

Publicador

TAYLOR & FRANCIS INC

Relação

Communications in Statistics-theory and Methods

Direitos

restrictedAccess

Copyright TAYLOR & FRANCIS INC

Palavras-Chave #EM-algorithm #Multivariate skew-normal distribution #Q-displace-ment function #Skewness #Statistics & Probability
Tipo

article

original article

publishedVersion