Status | 已发表Published |
Title | Influential observation in the growth curve model with unstructured covariance matrix |
Creator | |
Date Issued | 1996 |
Source Publication | Computational Statistics and Data Analysis
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ISSN | 0167-9473 |
Volume | 22Issue: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. |
Keyword | Discordant outlier Growth curve model Influential observation Leverage point Statistical diagnostics |
DOI | 10.1016/0167-9473(95)00037-2 |
URL | View source |
Indexed By | SCIE |
Language | 英语English |
WOS Research Area | Computer Science ; Mathematics |
WOS Subject | Computer Science, Interdisciplinary Applications ; Statistics & Probability |
WOS ID | WOS:A1996UP78300005 |
Scopus ID | 2-s2.0-0042688757 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/2521 |
Collection | Research 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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