• Title/Summary/Keyword: Generalized Cook's distance

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The local influence of LIU type estimator in linear mixed model

  • Zhang, Lili;Baek, Jangsun
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.465-474
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    • 2015
  • In this paper, we study the local influence analysis of LIU type estimator in the linear mixed models. Using the method proposed by Shi (1997), the local influence of LIU type estimator in three disturbance models are investigated respectively. Furthermore, we give the generalized Cook's distance to assess the influence, and illustrate the efficiency of the proposed method by example.

Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.