Leverage analysis for linear mixed models

Juvêncio S. Nobre and Julio M. Singer

Journal of Applied Statistics, 2011, vol. 38, issue 5, 1063-1072

Abstract: We consider a generalized leverage matrix useful for the identification of influential units and observations in linear mixed models and show how a decomposition of this matrix may be employed to identify high leverage points for both the marginal fitted values and the random effect component of the conditional fitted values. We illustrate the different uses of the two components of the decomposition with a simulated example as well as with a real data set.

Date: 2011
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DOI: 10.1080/02664761003759016

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