A gradient-like statistic recently introduced as an influence measure has been showed to work well in large sample, thanks to its asymptotic properties. In this work, through small-scale simulation schemes, the performnance of such a diagnostic measure is further investigated in terms of concordance with the main influence measures in outlier identification. The simulation studies are performed by using Generalized Linear Mixed Models.
Enea, M., Plaia, A. (2015). The Performance of the Gradient-Like Influence Measure in Generalized Linear Mixed Models. In I. Morlini, T. Minerva, M. Vichi (a cura di), Advances in Statistical Models for Data Analysis (pp. 107-116). Springer [10.1007/978-3-319-17377-1_12].
The Performance of the Gradient-Like Influence Measure in Generalized Linear Mixed Models
ENEA, Marco
;PLAIA, Antonella
2015-01-01
Abstract
A gradient-like statistic recently introduced as an influence measure has been showed to work well in large sample, thanks to its asymptotic properties. In this work, through small-scale simulation schemes, the performnance of such a diagnostic measure is further investigated in terms of concordance with the main influence measures in outlier identification. The simulation studies are performed by using Generalized Linear Mixed Models.
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