Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417664 | Computational Statistics & Data Analysis | 2011 | 8 Pages |
Abstract
This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the Δ matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Alexandre G. Patriota,