The gradient test statistic for outlier detection in generalized estimating equations

Felipe Osorio, Ángelo Gárate and Cibele M. Russo

Statistics & Probability Letters, 2024, vol. 209, issue C

Abstract: We develop diagnostic tools for estimating equations, useful for the analysis of data with longitudinal structure. The gradient statistic introduced by Terrell (2002) is used to propose a case deletion measure, as well as a statistic for the detection of outlying observations using a mean-shift outlier model. The proposed methodology is illustrated with an example.

Keywords: Cook’s distance; Gradient statistic; Mean shift outlier model (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110087

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