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