Influence diagnostics in the varying coefficient model with longitudinal data (Q626197)
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English | Influence diagnostics in the varying coefficient model with longitudinal data |
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Influence diagnostics in the varying coefficient model with longitudinal data (English)
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22 February 2011
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A linear regression model with time-varying coefficients is considered for longitudinal data. A local constant estimate is used for the coefficients as functions of time. The authors propose a version of Cook's distance as an influence measure of a set of observations. In this distance a jackknife estimate for the covariance of the estimates is used. A bootstrap technique is proposed to derive reference values for these distributions. An application to AIDS clinical data is presented.
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linear regression with time varying coefficients
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Cook's distance
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jackknife
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bootstrap
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