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Detection of outliers in multilevel models
Authors:Lei Shi  Gemai Chen
Affiliation:1. College of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming, Yunnan 650221, PR China;2. Department of Mathematics and Statistics, University of Calgary, Calgary, Alberta, Canada T2N 1N4
Abstract:This paper studies outlier detection for multilevel models. Approximate formulae for outlier detection in estimating both fixed and random parameters under the mean-shift outlier model are derived, and a test for multiple outliers is proposed. These results can be used to detect outlier units at any levels. Detection of outlier units related to random parts is also studied. Analysis of an example shows that the proposed method is effective in identifying outliers in multilevel models.
Keywords:Multilevel models   Outliers   Mean-shift model
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