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Status已发表Published
TitleInfluential observation in the growth curve model with unstructured covariance matrix
Creator
Date Issued1996
Source PublicationComputational Statistics and Data Analysis
ISSN0167-9473
Volume22Issue:1Pages:71-87
Abstract

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.

KeywordDiscordant outlier Growth curve model Influential observation Leverage point Statistical diagnostics
DOI10.1016/0167-9473(95)00037-2
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Interdisciplinary Applications ; Statistics & Probability
WOS IDWOS:A1996UP78300005
Scopus ID2-s2.0-0042688757
Citation statistics
Cited Times:8[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/2521
CollectionResearch outside affiliated institution
Affiliation
1.Department of Mathematics, Hong Kong Baptist University, 224 Wateloo Road, Kowloon, Hong Kong and Yunnan University, Kunming, China
2.Hong Kong Baptist University and Institute of Applied Mathematics, Academia Sinica
Recommended Citation
GB/T 7714
Pan, Jianxin,Fang, Kaitai. Influential observation in the growth curve model with unstructured covariance matrix[J]. Computational Statistics and Data Analysis, 1996, 22(1): 71-87.
APA Pan, Jianxin, & Fang, Kaitai. (1996). Influential observation in the growth curve model with unstructured covariance matrix. Computational Statistics and Data Analysis, 22(1), 71-87.
MLA Pan, Jianxin,et al."Influential observation in the growth curve model with unstructured covariance matrix". Computational Statistics and Data Analysis 22.1(1996): 71-87.
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