Robust inference in generalized linear models for longitudinal data

被引：14

作者：

Sinha, Sanjoy K. ^{[1
]}

机构：

[1] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2006年 / 34卷 / 02期

关键词：

generalized linear model; longitudinal data; mixed model; quasi-likelihood; robust estimation;

D O I：

10.1002/cjs.5550340205

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：

The author develops a robust quasi-likelihood method, which appears to be useful for down-weighting any influential data points when estimating the model parameters. He illustrates the computational issues of the method in an example. He uses simulations to study the behaviour of the robust estimates when data are contaminated with outliers, and he compares these estimates to those obtained by the ordinary quasi-likelihood method.

引用

页码：261 / 278

页数：18

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