Case deletion diagnostics in multilevel models

Lei Shi and Gemai Chen

Journal of Multivariate Analysis, 2008, vol. 99, issue 9, 1860-1877

Abstract: This paper studies case deletion diagnostics for multilevel models. Using subset deletion, diagnostic measures for identifying influential units at any level are developed for both fixed and random parameters. Two approximate update formulae are derived. The first formula uses one-step approximation, while the second formula also includes the impact of estimating the random parameter. Two examples are used to illustrate the methodology developed.

Keywords: primary; 62J20 secondary; 62J05; 62H99 Multilevel models Case deletion Influential observations Cook's distance (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (4)

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