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Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models

Wing-Kam Fung, Zhong-Yi Zhu, Bo-Cheng Wei and Xuming He
Journal of the Royal Statistical Society. Series B (Statistical Methodology)
Vol. 64, No. 3 (2002), pp. 565-579
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/3088789
Page Count: 15
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Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models
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Abstract

Semiparametric mixed models are useful in biometric and econometric applications, especially for longitudinal data. Maximum penalized likelihood estimators (MPLEs) have been shown to work well by Zhang and co-workers for both linear coefficients and nonparametric functions. This paper considers the role of influence diagnostics in the MPLE by extending the case deletion and subject deletion analysis of linear models to accommodate the inclusion of a nonparametric component. We focus on influence measures for the fixed effects and provide formulae that are analogous to those for simpler models and readily computable with the MPLE algorithm. We also establish an equivalence between the case or subject deletion model and a mean shift outlier model from which we derive tests for outliers. The influence diagnostics proposed are illustrated through a longitudinal hormone study on progesterone and a simulated example.

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