Acta mathematica scientia,Series A

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Influence Analysis on Semiparametric Generalized Linear Mixed Model

Zeng Linrui; Zhu Zhongyi   

  1. Department of Statistics, East China Normal University, Shanghai 200062
  • Received:2005-08-20 Revised:2006-10-16 Online:2007-08-25 Published:2007-08-25
  • Contact: Zeng Linrui

Abstract: In this paper, the authors present a unified diagnostic method for semiparametric generalized linear mixed model.The equivalency of case deletion model and mean shift outlier model is investigated and the diagnostic statistics such as cook distance, score test statistic for outlier
tests are derived. Secondly, the local influence for the models is investigated
and the counting formulas of influence matrices for case weights perturbation model and mean shift perturbation model are obtained. Finally, numerical example illustrates that the method is effective.

Key words: Penalized likelihood, Cook''s distance, Score test, Influence matrix,
Semiparametric.

CLC Number: 

  • 62J20
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