Application of ‘delete = replace’ to deletion diagnostics for variance component estimation in the linear mixed model

John Haslett and Dominic Dillane

Journal of the Royal Statistical Society Series B, 2004, vol. 66, issue 1, 131-143

Abstract: Summary. ‘Delete = replace’ is a powerful and intuitive modelling identity. This paper extends previous work by stating and proving the identity in more general terms and extending its application to deletion diagnostics for estimates of variance components obtained by restricted maximum likelihood estimation for the linear mixed model. We present a new, fast, transparent and approximate computational procedure, arising as a by‐product of the fitting process. We illustrate the effect of the deletion of individual observations, of ‘subjects’ and of arbitrary subsets. Central to the identity and its application is the conditional residual.

Date: 2004
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https://doi.org/10.1046/j.1369-7412.2003.05211.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:66:y:2004:i:1:p:131-143

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