Influential observation in the growth curve model with unstructured covariance matrix

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	Influential observation in the growth curve model with unstructured covariance matrix
	Pan, JX ; Fang, KT
	1996-06-14
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN	0167-9473
卷号	22 期号:1 页码:71-87
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.
关键词	discordant outlier growth curve model influential observation leverage point statistical diagnostics
语种	英语
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:A1996UP78300005
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13182
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.