Local influence of nonlinear mixed effects model based on M-estimation

Huihui Sun and Qiang Liu

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 21, 5342-5355

Abstract: In this work we mainly study the local influence in nonlinear mixed effects model with M-estimation. A robust method to obtain maximum likelihood estimates for parameters is presented, and the local influence of nonlinear mixed models based on robust estimation (M-estimation) by use of the curvature method is systematically discussed. The counting formulas of curvature for case weights perturbation, response variable perturbation and random error covariance perturbation are derived. Simulation studies are carried to access performance of the methods we proposed. We illustrate the diagnostics by an example presented in Davidian and Giltinan, which was analyzed under the non-robust situation.

Date: 2020
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DOI: 10.1080/03610926.2019.1618474

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