Probability & Statistics Seminar

Case-deletion diagnostics for linear mixed models

  • Speaker: Yu FEI (Yunnan University of Finance and Economics)

  • Time: Nov 15, 2018, 10:20-11:20

  • Location: Conference Room 415, Hui Yuan 3#

Based on the Q-function, the conditional expectation of the logarithm of the joint-likelihood between responses and random effects, we propose a case-deletion approach to identify influential subjects and influential observations in linear mixed models. The models considered here are very broad in the sense that any covariance structures can be specified in the covariance matrices of the random effects and random errors. Analytically explicit forms of diagnostic measures for the fixed effects and variance components are provided. Comparisons with existing methods, including likelihood-based case-deletion and local influence methods, are made. Numerical results, including real data analysis and simulation studies, are presented for both illustration and comparison.

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