Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/1093
Type: Artigo de periódico
Title: Local Influence Analysis for Skew-Normal Linear Mixed Models
Author: MONTENEGRO, Lourdes C.
LACHOS, Victor H.
BOLFARINE, Heleno
Abstract: In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.
Subject: EM-algorithm
Multivariate skew-normal distribution
Q-displace-ment function
Skewness
Country: Estados Unidos
Editor: TAYLOR & FRANCIS INC
Citation: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.38, n.4, p.484-496, 2009
Rights: fechado
Identifier DOI: 10.1080/03610920802238647
Address: http://apps.isiknowledge.com/InboundService.do?Func=Frame&product=WOS&action=retrieve&SrcApp=EndNote&UT=000262247800005&Init=Yes&SrcAuth=ResearchSoft&mode=FullRecord
http://dx.doi.org/10.1080/03610920802238647
Date Issue: 2009
Appears in Collections:IMECC - Artigos e Outros Documentos

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