The gradient test statistic for outlier detection in generalized estimating equations

被引：1

作者：

Osorio, Felipe ^{[1
]}

Garate, Angelo ^{[2
]}

Russo, Cibele M. ^{[3
]}

机构：

[1] Univ Tecn Federico Santa Maria, Dept Matemat, Ave Espana 1680, Valparaiso, Chile

[2] Pontificia Univ Catolica Chile, Dept Estadist, Santiago, Chile

[3] Univ Sao Paulo, Inst Ciencias Matemat & Computacao, Sao Paulo, Brazil

来源：

STATISTICS & PROBABILITY LETTERS | 2024年 / 209卷

关键词：

Cook's distance; Gradient statistic; Mean shift outlier model; DELETION DIAGNOSTICS; REGRESSION; MODEL; PARAMETERS;

D O I：

10.1016/j.spl.2024.110087

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页数：5

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