Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models

Zhong‐Yi Zhu, Xuming He and Wing‐Kam Fung

Scandinavian Journal of Statistics, 2003, vol. 30, issue 4, 767-780

Abstract: Abstract. Partially linear models are extensions of linear models to include a non‐parametric function of some covariate. They have been found to be useful in both cross‐sectional and longitudinal studies. This paper provides a convenient means to extend Cook's local influence analysis to the penalized Gaussian likelihood estimator that uses a smoothing spline as a solution to its non‐parametric component. Insight is also provided into the interplay of the influence or leverage measures between the linear and the non‐parametric components in the model. The diagnostics are applied to a mouthwash data set and a longitudinal hormone study with informative results.

Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00363

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:30:y:2003:i:4:p:767-780

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().