| 基于似然函数的纵向数据线性混合模型影响分析 |
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| 引用本文： | 费宇,潘建新,王力宾.基于似然函数的纵向数据线性混合模型影响分析[J].系统科学与数学,2009,29(2):271-279. |
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| 作者姓名： | 费宇 潘建新 王力宾 |
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| 作者单位： | 1. 云南财经大学,昆明,650221
2. 曼彻斯特大学,英国,M13 9PL |
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| 基金项目： | 云南省人才培养项目，云南财经大学课题 |
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| 摘 要： | 线性混合模型在纵向数据分析中有广泛应用,应用点删除法研究纵向数据线性混合模型影响分析问题.采用的影响度量是基于似然函数构造的广义Cook距离,推导出两种广义Cook距离并用于实际数据分析和统计模拟分析,实际数据分析和统计模拟分析结果都说明该方法是行之有效的.
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| 关 键 词： | 线性混合模型 影响分析 纵向数据 Cook距离 |
| 收稿时间： | 2006-6-29 |
| 修稿时间： | 2008-3-16 |
Likelihood-Based Influence Analysis in Linear Mixed Modelsfor Longitudinal Data |
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| FEI Yu,PAN Jian-xin,WANG Li-bin.Likelihood-Based Influence Analysis in Linear Mixed Modelsfor Longitudinal Data[J].Journal of Systems Science and Mathematical Sciences,2009,29(2):271-279. |
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| Authors: | FEI Yu PAN Jian-xin WANG Li-bin |
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| Affiliation: | (1)Yunnan University of Finance and Economics, Kunming, 650221;(2)Manchester University, Manchester, M13 9PL, UK;(3)Yunnan University of Finance and Economics, Kunming, 650221 |
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| Abstract: | Linear mixed models (LMM) have been widely used inlongitudinal studies. This paper is devoted to discussion ofinfluence analysis in LMM in terms of case-deletion method. Theinfluence measure employed here is a generalized Cook's distance whichis based on likelihood. Two generalized Cook's distances arepresented to detect the influential individual. Realdata analysis and simulation study show that our method is efficient for influence analysis. |
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| Keywords: | Linear mixed model influence analysis longitudinal data Cook's distance |
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