Local influence in estimating equations

Maria Kelly Venezuela, Mônica Carneiro Sandoval and Denise Aparecida Botter

Computational Statistics & Data Analysis, 2011, vol. 55, issue 4, 1867-1883

Abstract: Local influence diagnostics based on estimating equations as the role of a gradient vector derived from any fit function are developed for repeated measures regression analysis. Our proposal generalizes tools used in other studies ([Cook, 1986] and [Cadigan and Farrell, 2002]), considering herein local influence diagnostics for a statistical model where estimation involves an estimating equation in which all observations are not necessarily independent of each other. Moreover, the measures of local influence are illustrated with some simulated data sets to assess influential observations. Applications using real data are presented.

Keywords: Diagnostic; techniques; Local; influence; Generalized; estimating; equations; Repeated; measures; Longitudinal; data (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:55:y:2011:i:4:p:1867-1883

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