Local Influence Analysis for Skew-Normal Linear Mixed Models
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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Data(s) |
20/10/2012
20/10/2012
2009
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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 |
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 |