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基于似然函数的纵向数据线性混合模型影响分析

LIKELIHOOD-BASED INFLUENCE ANALYSIS IN LINEAR MIXED MODELS FOR LONGITUDINAL DATA
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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. Linear mixed models (LMM) have been widely used in longitudinal studies. This paper is devoted to discussion of influence analysis in LMM in terms of case-deletion method. The influence measure employed here is a generalized Cook's distance which is based on likelihood. Two generalized Cook's distances are presented to detect the influential individual. Real data analysis and simulation study show that our method is efficient for influence analysis.
出处 《系统科学与数学》 CSCD 北大核心 2009年第2期271-279,共9页 Journal of Systems Science and Mathematical Sciences
基金 云南省人才培养项目(2005PY01-7) 云南财经大学课题“线性混合模型影响分析”成果资助课题.
关键词 线性混合模型 影响分析 纵向数据 Cook距离. Linear mixed model, influence analysis, longitudinal data, Cook's distance.
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参考文献15

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