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Local influence in multilevel models
Author(s) -
Shi Lei,
Chen Gemai
Publication year - 2008
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5550360206
Subject(s) - multilevel model , computation , measure (data warehouse) , statistics , econometrics , random effects model , mathematics , simple (philosophy) , regression analysis , matrix (chemical analysis) , regression , mixed model , computer science , algorithm , data mining , philosophy , medicine , meta analysis , materials science , epistemology , composite material
The authors study the local influence of observations in multilevel regression models. To this end, they perturb simultaneously the variances, responses and design matrix. To measure the local change caused by these perturbations, they use generalized Cook statistics for the fixed and random parameter estimates. Closed form local influence measures also allow them to assess the joint influence of various observations. They suggest a simple computation method and illustrate their results using two examples.