Local influence in multilevel models |
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| Authors: | Lei Shi Gemai Chen |
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| Institution: | 1. College of Statistics and Mathematics Yunnan University of Finance and Economics Kunming, Yunnan P. R. China, 650221;2. Department of Mathematics and Statistics University of Calgary Calgary, Alberta Canada T2N1N4 |
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| Abstract: | The authors study the local influence of observations in multilevel regression models. To this end, they perturb simultaneously the variances, responses and design matrix. To measure the local change caused by these perturbations, they use generalized Cook statistics for the fixed and random parameter estimates. Closed form local influence measures also allow them to assess the joint influence of various observations. They suggest a simple computation method and illustrate their results using two examples. |
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| Keywords: | Generalized Cook statistic linear regression local influence multilevel model perturbation |
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