A note on deletion diagnostics for estimating equations

We describe an algorithm based upon the Sherman--Morrison--Woodbury formula for the inversion of matrices with special structure that occur in formulae for deletion diagnostics. Substantial computational savings relative to a method based upon Cholesky's decomposition are illustrated. The result has broad application to regression diagnostics for clustered data. Copyright 2008, Oxford University Press.

MoreLess

Year of publication:	2008
Authors:	Preisser, John S. ; Qaqish, Bahjat F. ; Perin, Jamie
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 95.2008, 2, p. 509-513
Publisher:	Biometrika Trust

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005447005