Local Influence in Generalized Estimating Equations

Kang‐mo Jung

Scandinavian Journal of Statistics, 2008, vol. 35, issue 2, 286-294

Abstract: Abstract. We investigate the influence of subjects or observations on regression coefficients of generalized estimating equations (GEEs) using local influence. The GEE approach does not require the full multivariate distribution of the response vector. We extend the likelihood displacement to a quasi‐likelihood displacement, and propose local influence diagnostics under several perturbation schemes. An illustrative example in GEEs is given and we compare the results using the local influence and deletion methods.

Date: 2008
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Citations: View citations in EconPapers (5)

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https://doi.org/10.1111/j.1467-9469.2007.00575.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:35:y:2008:i:2:p:286-294

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