Detection of outliers in multilevel models

被引：18

作者：

Shi, Lei ^{[1
]}

Chen, Gemai ^{[2
]}

机构：

[1] Yunnan Univ Finance & Econ, Coll Stat & Math, Yunnan 650221, Peoples R China

[2] Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 10期

关键词：

multilevel models; outliers; mean-shift model;

D O I：

10.1016/j.jspi.2008.01.004

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：

This paper studies outlier detection for multilevel models. Approximate formulae for outlier detection in estimating both fixed and random parameters under the mean-shift outlier model are derived, and a test for multiple outliers is proposed. These results can be used to detect outlier units at any levels. Detection of outlier units related to random parts is also studied. Analysis of an example shows that the proposed method is effective in identifying outliers in multilevel models. (C) 2008 Elsevier B.V All rights reserved.

引用

页码：3189 / 3199

页数：11

共 50 条

[1] DETECTION OF OUTLIERS IN GROWTH CURVE MODELS
BHANDARY, M
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1995, 24 (08) : 1923 - 1940
[2] Outliers in multilevel data
Langford, IH
Lewis, T
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1998, 161 : 121 - 153
[3] Outliers detection in multivariate spatial linear models
Militino, AF
Palacios, MB
Ugarte, MD
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2006, 136 (01) : 125 - 146
[4] Outliers detection in selected fuzzy regression models
Gladysz, Barbara
Kuchta, Dorota
[J]. APPLICATIONS OF FUZZY SETS THEORY, 2007, 4578 : 211 - +
[5] DETECTION OF MULTIVARIATE OUTLIERS IN LINEAR MIXED MODELS
NAES, T
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1986, 15 (01) : 33 - 47
[6] ON DETECTION OF OUTLIERS IN SYMMETRICAL NORMAL-MODELS
NAIK, DN
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (06) : 2315 - 2321
[7] Detection of Outliers and Patches in Bilinear Time Series Models
Chen, Ping
Li, Ling
Liu, Ye
Lin, Jin-Guan
[J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2010, 2010
[8] Graphical tools for the detection of multiple outliers in spatial statistics models
Riani, M
Cerioli, A
[J]. CLASSIFICATION IN THE INFORMATION AGE, 1999, : 234 - 240
[9] Detection of outliers in the financial time series using ARIMA models
Agnieszka, Duraj
Magdalena, Ludwicka
[J]. 2018 APPLICATIONS OF ELECTROMAGNETICS IN MODERN TECHNIQUES AND MEDICINE (PTZE), 2018, : 49 - 52
[10] Wavelet Based Detection of Outliers in Volatility Time Series Models
Rashedi, Khudhayr A.
Ismail, Mohd Tahir
Serroukh, Abdeslam
Al Wadi, S.
[J]. CMC-COMPUTERS MATERIALS & CONTINUA, 2022, 72 (02): : 3835 - 3847

← 1 2 3 4 5 →