Local influence analysis in the growth curve model with Rao's simple covariance structure

被引:2
|
作者
Pan, JX
Bai, P
机构
[1] Univ Manchester, Dept Math, Manchester M13 9PL, Lancs, England
[2] Yunnan Univ, Ctr Appl Stat, Kunming 650091, Peoples R China
关键词
D O I
10.1080/0266476032000076047
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 paper we discuss the likelihood-based local influence in a growth curve model with Rao's simple covariance structure. Under an abstract perturbation, the Hessian matrix is provided in which the eigenvector corresponding to the maximum absolute eigenvalue is used to assess the influence of observations. Specifically, we employ covariance-weighted perturbation to demonstrate the use of the proposed approach. A practical example is analysed using the proposed local influence approach.
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页码:771 / 781
页数:11
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