A note on influence diagnostics in nonlinear mixed-effects elliptical models
This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the 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 on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms.
Year of publication: |
2011
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Authors: | Patriota, Alexandre G. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 55.2011, 1, p. 218-225
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Publisher: |
Elsevier |
Keywords: | Elliptical models Influence diagnostics Matrix operations Nonlinear models |
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