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Case deletion diagnostics in multilevel models

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  • Shi, Lei
  • Chen, Gemai

Abstract

This paper studies case deletion diagnostics for multilevel models. Using subset deletion, diagnostic measures for identifying influential units at any level are developed for both fixed and random parameters. Two approximate update formulae are derived. The first formula uses one-step approximation, while the second formula also includes the impact of estimating the random parameter. Two examples are used to illustrate the methodology developed.

Suggested Citation

  • Shi, Lei & Chen, Gemai, 2008. "Case deletion diagnostics in multilevel models," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1860-1877, October.
    • Handle: RePEc:eee:jmvana:v:99:y:2008:i:9:p:1860-1877
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    References listed on IDEAS

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    1. John Haslett, 1999. "A Simple Derivation of Deletion Diagnostic Results for the General Linear Model with Correlated Errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 603-609.
    2. J. S. Hodges, 1998. "Some algebra and geometry for hierarchical models, applied to diagnostics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(3), pages 497-536.
    3. John Haslett & Dominic Dillane, 2004. "Application of ‘delete = replace’ to deletion diagnostics for variance component estimation in the linear mixed model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 131-143, February.
    4. Shi, Lei & Ojeda, Mario Miguel, 2004. "Local influence in multilevel regression for growth curves," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 282-304, November.
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    Cited by:

    1. 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.
    2. Shi, Lei & Chen, Gemai, 2012. "Deletion, replacement and mean-shift for diagnostics in linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 202-208, January.
    3. Shi, Lei & Huang, Mei, 2011. "Stepwise local influence analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 973-982, February.
    4. Shi, Lei & Lu, Jun & Zhao, Jianhua & Chen, Gemai, 2016. "Case deletion diagnostics for GMM estimation," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 176-191.

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