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A note on influence diagnostics in nonlinear mixed-effects elliptical models

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  • Patriota, Alexandre G.

Abstract

This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms.

Suggested Citation

  • Patriota, Alexandre G., 2011. "A note on influence diagnostics in nonlinear mixed-effects elliptical models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 218-225, January.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:1:p:218-225
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    References listed on IDEAS

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    1. Ann Mitchell, 1989. "The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(2), pages 289-304, June.
    2. Bo‐Cheng Wei & Yue‐Qing Hu & Wing‐Kam Fung, 1998. "Generalized Leverage and its Applications," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 25(1), pages 25-37, March.
    3. Russo, Cibele M. & Paula, Gilberto A. & Aoki, Reiko, 2009. "Influence diagnostics in nonlinear mixed-effects elliptical models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4143-4156, October.
    4. Patriota, Alexandre G. & Lemonte, Artur J., 2009. "Bias correction in a multivariate normal regression model with general parameterization," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1655-1662, August.
    5. Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel, 2007. "Assessment of local influence in elliptical linear models with longitudinal structure," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4354-4368, May.
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    Cited by:

    1. Cibele M. Russo & Gilberto A. Paula & Francisco Jos� A. Cysneiros & Reiko Aoki, 2012. "Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(5), pages 1049-1067, October.
    2. Cibele Russo & Reiko Aoki & Gilberto Paula, 2012. "Assessment of variance components in nonlinear mixed-effects elliptical models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 519-545, September.

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