Influence measures;
Linear mixed measurement error models;
Mean shift outliers methods;
Ridge estimation;
DELETION DIAGNOSTICS;
D O I:
10.1080/03610918.2021.1926502
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:
In this article, we have concentrated on the influence diagnostics based on the mean shift outlier models (MSOM) and case deletion methods in the linear mixed measurement error models with Ridge estimation using the corrected likelihood of Nakamura (Biometrika 77 (1):127-37). We have derived the corrected score test statistic for outliers detection according to MSOM. Then, several case deletion measures are constructed as a tool for influence diagnostics. A parametric bootstrap procedure is used to obtain empirical distributions of the test statistics, and a simulation study has been used to show the performance of the proposed score test statistic and cook distance. Finally, a numerical example is given to illustrate the theoretical results.