Case deletion diagnostics in multilevel models

This paper studies case deletion diagnostics for multilevel models. Using subset deletion, diagnostic measures for identifying influential units at any level are developed for both fixed and random parameters. Two approximate update formulae are derived. The first formula uses one-step approximation, while the second formula also includes the impact of estimating the random parameter. Two examples are used to illustrate the methodology developed.

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Year of publication:	2008
Authors:	Shi, Lei ; Chen, Gemai
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 99.2008, 9, p. 1860-1877
Publisher:	Elsevier
Subject:	primary \| 62J20 secondary \| 62H99 Multilevel models Case deletion Influential observations Cook's distance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006568