A note on influence diagnostics in nonlinear mixed-effects elliptical models


Autoria(s): PATRIOTA, Alexandre G.
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2011

Resumo

This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the A matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms. (C) 2010 Elsevier B.V. All rights reserved.

FAPESP

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

Identificador

COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.55, n.1, p.218-225, 2011

0167-9473

http://producao.usp.br/handle/BDPI/30773

10.1016/j.csda.2010.06.007

http://dx.doi.org/10.1016/j.csda.2010.06.007

Idioma(s)

eng

Publicador

ELSEVIER SCIENCE BV

Relação

Computational Statistics & Data Analysis

Direitos

restrictedAccess

Copyright ELSEVIER SCIENCE BV

Palavras-Chave #Elliptical models #Influence diagnostics #Matrix operations #Nonlinear models #LOCAL INFLUENCE #REGRESSION #Computer Science, Interdisciplinary Applications #Statistics & Probability
Tipo

article

original article

publishedVersion