کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417772 681575 2010 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A variance shift model for detection of outliers in the linear mixed model
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A variance shift model for detection of outliers in the linear mixed model
چکیده انگلیسی

A variance shift outlier model (VSOM), previously used for detecting outliers in the linear model, is extended to the variance components model. This VSOM accommodates outliers as observations with inflated variance, with the status of the iith observation as an outlier indicated by the size of the associated shift in the variance. Likelihood ratio and score test statistics are assessed as objective measures for determining whether the iith observation has inflated variance and is therefore an outlier. It is shown that standard asymptotic distributions do not apply to these tests for a VSOM, and a modified distribution is proposed. A parametric bootstrap procedure is proposed to account for multiple testing. The VSOM framework is extended to account for outliers in random effects and is shown to have an advantage over case-deletion approaches. A simulation study is presented to verify the performance of the proposed tests. Challenges associated with computation and extensions of the VSOM to the general linear mixed model with correlated errors are discussed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 54, Issue 9, 1 September 2010, Pages 2128–2144
نویسندگان
, , , ,