Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Comparison of Influence Diagnostics in Linear Mixed Models

  • Lee, Jang-Taek (Division of Information and Computer Sciences, Dankook University)
  • Published : 2003.04.01
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Abstract

Standard estimation methods for linear mixed models are sensitive to influential observations. However, tools and concepts for linear mixed model diagnostics are rudimentary until now and research is heavily demanded in linear mixed models. In this paper, we consider two diagnostics to evaluate the effects of individual observations in the estimation of fixed effects for linear mixed models. Those are Cook's distance and COVRATIO. Results of our limited simulation study suggest that the Cook's distance is not good statistical quantity in linear mixed models. Also calibration point for COVRATIO seems to be quite conservative.

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References

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