数学物理学报(英文版) ›› 2003, Vol. 23 ›› Issue (3): 297-.

• 论文 • 上一篇    下一篇

INFLUENCE ANALYSIS ON EXPONENTIAL NONLINEAR MODELS WITH RANDOM EFFECTS

 宗序平, 赵俊, 王海斌, 韦博成   

  1. Department of Mathematics, Yangzhou University, Yangzhou 225001, China
    Department of Mathematics, Southeast University, Nanjing 210096, China
  • 出版日期:2003-07-14 发布日期:2003-07-14
  • 基金资助:

    1Received March 20, 2000. Project supported by NSFC (19631040), NSFJ and the grand of YZU

INFLUENCE ANALYSIS ON EXPONENTIAL NONLINEAR MODELS WITH RANDOM EFFECTS

 ZONG Xu-Beng, DIAO Dun, WANG Hai-Bin, HUI Bo-Cheng   

  1. Department of Mathematics, Yangzhou University, Yangzhou 225001, China
    Department of Mathematics, Southeast University, Nanjing 210096, China
  • Online:2003-07-14 Published:2003-07-14
  • Supported by:

    1Received March 20, 2000. Project supported by NSFC (19631040), NSFJ and the grand of YZU

摘要:

his paper presents a unified diagnostic method for exponential nonlinear
models with random effects based upon the joint likelihood given by Robinson in 1991.
The authors show that the case deletion model is equivalent to mean shift outlier model.
From this point of view, several diagnostic measures, such as Cook distance, score statistics
are derived. The local influence measure of Cook is also presented. Numerical example
illustrates that our method is available.

关键词: Cook distance, exponential nonlinear models, fixed effects, local influence;
random effects

Abstract:

his paper presents a unified diagnostic method for exponential nonlinear
models with random effects based upon the joint likelihood given by Robinson in 1991.
The authors show that the case deletion model is equivalent to mean shift outlier model.
From this point of view, several diagnostic measures, such as Cook distance, score statistics
are derived. The local influence measure of Cook is also presented. Numerical example
illustrates that our method is available.

Key words: Cook distance, exponential nonlinear models, fixed effects, local influence;
random effects

中图分类号: 

  • 62F25