Abstract

In this article, we have concentrated on the influence diagnostics based on the mean shift outlier models (MSOM) and case deletion methods in the linear mixed measurement error models with Ridge estimation using the corrected likelihood of Nakamura (1990). We have derived the corrected score test statistic for outliers detection according to MSOM. Then, several case deletion measures are constructed as a tool for influence diagnostics. A parametric bootstrap procedure is used to obtain empirical distributions of the test statistics, and a simulation study has been used to show the performance of the proposed score test statistic and cook distance. Finally, a numerical example is given to illustrate the theoretical results.

摘要

在本文中，我们集中讨论基于均值平移离群值模型 (MSOM) 和线性混合测量误差模型中的案例删除方法以及使用 Nakamura (1990) 校正似然的岭估计的影响诊断。我们根据 MSOM 导出了异常值检测的校正分数检验统计量。然后，构建了几种案例删除措施作为影响诊断的工具。使用参数引导程序来获得测试统计量的经验分布，并使用模拟研究来显示所提出的分数测试统计量和库克距离的性能。最后给出一个数值例子来说明理论结果。