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A diagnostic of influential cases based on the information complexity criteria in generalized linear mixed models
被引:1
|作者:
Shang, Junfeng
[1
]
机构:
[1] Bowling Green State Univ, Dept Math & Stat, 450 Math Sci Bldg, Bowling Green, OH 43403 USA
关键词:
Case-deletion;
Fisher information matrix;
GLMM;
ICOMP;
logistic regression model;
REGRESSION;
D O I:
10.1080/03610926.2014.911902
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:
Modeling diagnostics assess models by means of a variety of criteria. Each criterion typically performs its evaluation upon a specific inferential objective. For instance, the well-known DFBETAS in linear regression models are a modeling diagnostic which is applied to discover the influential cases in fitting a model. To facilitate the evaluation of generalized linear mixed models (GLMM), we develop a diagnostic for detecting influential cases based on the information complexity (ICOMP) criteria for detecting influential cases which substantially affect the model selection criterion ICOMP. In a given model, the diagnostic compares the ICOMP criterion between the full data set and a case-deleted data set. The computational formula of the ICOMP criterion is evaluated using the Fisher information matrix. A simulation study is accomplished and a real data set of cancer cells is analyzed using the logistic linear mixed model for illustrating the effectiveness of the proposed diagnostic in detecting the influential cases.
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页码:3751 / 3760
页数:10
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