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Local influence of nonlinear mixed effects model based on M-estimation

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  • Huihui Sun
  • Qiang Liu

Abstract

In this work we mainly study the local influence in nonlinear mixed effects model with M-estimation. A robust method to obtain maximum likelihood estimates for parameters is presented, and the local influence of nonlinear mixed models based on robust estimation (M-estimation) by use of the curvature method is systematically discussed. The counting formulas of curvature for case weights perturbation, response variable perturbation and random error covariance perturbation are derived. Simulation studies are carried to access performance of the methods we proposed. We illustrate the diagnostics by an example presented in Davidian and Giltinan, which was analyzed under the non-robust situation.

Suggested Citation

  • Huihui Sun & Qiang Liu, 2020. "Local influence of nonlinear mixed effects model based on M-estimation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(21), pages 5342-5355, November.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:21:p:5342-5355
    DOI: 10.1080/03610926.2019.1618474
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