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detection of outliers and influential observations in linear mixed measurement error models with liu estimation
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نویسنده
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borhani shadi ,ghapani fatemeh ,jafaraghaie razieh
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منبع
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journal of statistical modelling: theory and applications - 2023 - دوره : 4 - شماره : 2 - صفحه:1 -16
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چکیده
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In this paper, the case deletion approach and mean shift outlier model are developed to identify influential and outlier observations using the liu corrected likelihood estimator in linear mixed measurement error models when multicollinearity is present. we derive a corrected score test statistic for outlier detection based on mean shift outlier models. furthermore, according to the liu corrected likelihood estimator, several cook's distance is constructed for influence diagnostics. a parametric bootstrap procedure is used to obtain empirical distribution of the test statistic and a simulation study is conducted to demonstrate the performance of the diagnostic criteria. finally, a real example is provided to illustrate the performance of the test statistics.
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کلیدواژه
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case deletion model; cook’s distance; mean shift outlier model; outlier detection; score test
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آدرس
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islamic azad university, ahvaz branch, department of statistics, iran, islamic azad university, shoushtar branch, department of mathematics and statistics, iran, islamic azad university, shoushtar branch, department of mathematics and statistics, iran
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پست الکترونیکی
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r.aghaee2588@gmail.com
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Authors
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