6533b7d3fe1ef96bd1260c30

RESEARCH PRODUCT

The Performance of the Gradient-Like Influence Measure in Generalized Linear Mixed Models

Marco EneaAntonella Plaia

subject

Work (thermodynamics)Identification (information)GLMM outliers diagnostics gradient statisticOutlierEconometricsApplied mathematicsSettore SECS-S/01 - StatisticaMeasure (mathematics)StatisticGeneralized linear mixed modelMathematicsLarge sample

description

A gradient-like statistic, recently introduced as an influence measure, has been proven to work well in large sample, thanks to its asymptotic properties. In this work, through small-scale simulation schemes, the performance of such a diagnostic measure is further investigated in terms of concordance with the main influence measures used for outlier identification. The simulation studies are performed by using generalized linear mixed models (GLMMs).

10.1007/978-3-319-17377-1_12http://hdl.handle.net/10447/145446