A note on influence diagnostics in nonlinear mixed-effects elliptical models

DOI10.1016/J.CSDA.2010.06.007MaRDI QIDQ452561zbMATH OpenOpenAlexFDO

Authors Alexandre G. Patriota

Publication date 15 September 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.0113

zbMATH Keywords

elliptical modelsinfluence diagnosticsmatrix operationsnonlinear models

Mathematics Subject Classification ID

General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)

Abstract: This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the $Delta$ matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage. The matrix formulation has a considerable advantage, since although the complexity of the postulated model, all general formulas are compact, clear and have nice forms.

Recommendations

• Influence diagnostics in nonlinear mixed-effects elliptical models
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Cites work

• Assessment of local influence in elliptical linear models with longitudinal structure
• Assessment of variance components in elliptical linear mixed models
• Bias correction in a multivariate normal regression model with general parameterization
• Exponential family nonlinear models
• Generalized Leverage and its Applications
• scientific article; zbMATH DE number 3984329 (Why is no real title available?)
• Influence diagnostics in nonlinear mixed-effects elliptical models
• The information matrix, skewness tensor and -connections for the general multivariate elliptic distribution

Cited in

(8)

• Assessment of variance components in nonlinear mixed-effects elliptical models
• A q-exponential regression model
• Improved estimation in a general multivariate elliptical model
• A monotone frequentist measure of evidence for testing variance components in linear mixed models
• Influence Diagnostics for Elliptical Multivariate Linear Regression Models
• Diagnostics for repeated measurements in nonlinear mixed effects models
• Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data
• Multivariate elliptical models with general parameterization

Describes a project that uses

Uses Software

• R
• SparseM

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