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Case deletion diagnostics in multilevel models |
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| Authors: | Lei Shi |
| Institution: | a College of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming, Yunnan 650221, PR China b Department of Mathematics and Statistics, University of Calgary, Calgary, Alberta, T2N 1N4, Canada c Department of Applied Mathematics, Southwest Jiaotong University, Chengdu, Sichuan, PR China |
| Abstract: | 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. |
| Keywords: | primary 62J20 secondary 62J05 62H99 |
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