Perturbation diagnostics of autocorrelation coefficients in non linear mixed-effects models with AR(1) errors based on M-estimation

DOI10.1080/03610926.2016.1177084MaRDI QIDQ5367305zbMATH OpenOpenAlexFDO

Authors Huihui Sun

Publication date 12 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1177084

zbMATH Keywords

\(M\)-estimationautocorrelation coefficientnonlinear mixed-effects modelsinfluence curvatureperturbation diagnostics.

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

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(4)

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• Diagnostics for elliptical linear mixed models with first-order autoregressive errors
• Testing for autocorrelation and random-effects in nonlinear mixed effects models based on \(M\)-estimation
• Diagnostics of variance of the error in mixed effects linear models based on M-estimation

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