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

[31] Outliers in multivariate regression models
Srivastava, MS
von Rosen, D
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1998, 65 (02) : 195 - 208
[32] Outliers in dynamic factor models
Baragona, Roberto
Battaglia, Francesco
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2007, 1 : 392 - 432
[33] Granular Models and Granular Outliers
Zhu, Xiubin
Pedrycz, Witold
Li, Zhiwu
[J]. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2018, 26 (06) : 3835 - 3846
[34] Influence measures and outliers detection in linear mixed measurement error models with Ridge estimation
Maksaei, Najmieh
Rasekh, Abdolrahman
Babadi, Babak
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023, 52 (07) : 3062 - 3078
[35] Detection of outliers in the presence of multicollinearity
Troskie, CG
Chalton, DO
[J]. MULTIDIMENSIONAL STATISTICAL ANALYSIS AND THEORY OF RANDOM MATRICES, 1996, : 273 - 292
[36] Watermark detection rate and outliers
Kim, HJ
Kim, T
Yeo, IK
[J]. MATHEMATICS OF DATA/IMAGE CODING, COMPRESSION, AND ENCRYPTION VI, WITH APPLICATIONS, 2004, 5208 : 187 - 195
[37] DETECTION AND INTERPOLATION OF OUTLIERS IN BIOSIGNALS
CIPRA, T
FUCHS, A
FORMANEK, J
KUBAT, J
MIKISKOVA, H
ZAJICEK, P
DVORAK, J
[J]. ACTIVITAS NERVOSA SUPERIOR, 1990, 32 (04): : 283 - 291
[38] Outliers detection and treatment: a review
Cousineau, Denis
Chartier, Sylvain
[J]. INTERNATIONAL JOURNAL OF PSYCHOLOGICAL RESEARCH, 2010, 3 (01): : 58 - 67
[39] Outliers Detection Models in Shewhart Control Charts; an Application in Photolithography: A Semiconductor Manufacturing Industry
Raji, Ishaq Adeyanju
Lee, Muhammad Hisyam
Riaz, Muhammad
Abujiya, Mu'azu Ramat
Abbas, Nasir
[J]. MATHEMATICS, 2020, 8 (05)
[40] DETECTION OF OUTLIERS IN INTERLABORATORY TESTING
Perruchet, Christophe
[J]. ADVANCED MATHEMATICAL AND COMPUTATIONAL TOOLS IN METROLOGY VII, 2006, 72 : 85 - 97

← 1 2 3 4 5 →