• Title/Summary/Keyword: Equicorrelation model

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Influence in Fitting an Equicorrelation Model

  • Kim, Myung Geun;Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.841-849
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    • 2001
  • The influence in fitting an equicorrelation model is investigated using the influence function. The influence functions for the model parameters are derived and its sample versions are used for investigating the influence of observations on the estimators of the parameters. Some relationships among the sample versions are found. We will derive a measure for identifying observations that have a large influence on the test of fitting the equicorrelation model using the influence function method. An example is given for illustration.

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Local Influence Analysis of the Equicorrelation Model

  • Kim, Myung-Geun;Jung, Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.447-458
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    • 2002
  • The influence of observations in the equicorrelation model is investigated using the local influence approach when all parameters or subsets of parameters are of interest. When a parameter of interest is scalar, an analytical form of the local influence measure can be found. We will derive a measure for identifying observations that have a large influence on the test of fitting the equicorrelation model. An example is given for illustration.