Influential observation in the growth curve model with unstructured covariance matrix
文献类型：期刊论文
| 作者 | Pan, JX; Fang, KT |
| 刊名 | COMPUTATIONAL STATISTICS & DATA ANALYSIS
 |
| 出版日期 | 1996-06-14 |
| 卷号 | 22期号:1页码:71-87 |
| 关键词 | discordant outlier growth curve model influential observation leverage point statistical diagnostics |
| ISSN号 | 0167-9473 |
| 英文摘要 | Under a normal assumption, Liski (Biometrics 47 (1991) 659-668) gave some measurements for assessing influential observations in the growth curve model (GCM) with a known covariance. For the GCM with an unstructured covariance matrix (UCM), i.e., the covariance is an arbitrary positive definite matrix, the problems of detecting influential observations are discussed in this paper. Based on the empirical influence function of the regression coefficient, a generalized Cook's distance is proposed to measure the influence of a subset of observations on the MLE's fit. In order to make comparison with the generalized Cook's distance, some other diagnostic measurements for assessing the influence are investigated too, which are based on the change of the confidence ellipsoid's volume after deleting the observation's subset. In addition, the influences on some linear combinations of the regression coefficient are discussed. For illustration purpose, a numerical example is provided and the analysis results show that the approaches presented in this paper are useful in practice. |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:A1996UP78300005 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13181]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.HONG KONG BAPTIST UNIV, DEPT MATH, KOWLOON, HONG KONG 2.ACAD SINICA, INST APPL MATH, BEIJING 100080, PEOPLES R CHINA 3.YUNNAN UNIV, KUNMING 650091, PEOPLES R CHINA |
| 推荐引用方式 GB/T 7714 | Pan, JX,Fang, KT. Influential observation in the growth curve model with unstructured covariance matrix[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,1996,22(1):71-87. |
| APA | Pan, JX,&Fang, KT.(1996).Influential observation in the growth curve model with unstructured covariance matrix.COMPUTATIONAL STATISTICS & DATA ANALYSIS,22(1),71-87. |
| MLA | Pan, JX,et al."Influential observation in the growth curve model with unstructured covariance matrix".COMPUTATIONAL STATISTICS & DATA ANALYSIS 22.1(1996):71-87. |
入库方式： OAI收割
来源：数学与系统科学研究院
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