Influence diagnostics for linear longitudinal models

Journal of the American Statistical Association

Volumn 92, Issue 439, 1997, Pages 999-1005

  Banerjee, Mousumi ^a   Frees, Edward W ^b  

^a WAYNE STATE UNIVERSITY SCHOOL OF MEDICINE   (United States)

^b University of Wisconsin Madison   (United States)

Author keywords

Cook's distance; Partial influence; Random effects; Serial correlation; Subject deletion

Indexed keywords

EID: 21744433295     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1997.10474055     Document Type: Article

References (31)

1. Anderson, T. W., and Hsiao, C.(1982), "Formulation and Estimation of Dynamic Models Using Panel Data,"Journal of Econometrics, 18,4782.
2. Andrews, D. F., and Pregibon, D.(1978), "Finding the Outliers that Matter,"Journal of the Royal Statistical Society, Ser. B, 40, 85-93.
3. Baltagi, B. H.(1995), Econometric Analysis of Panel Data, New York: Wiley.
4. Banerjee, M.(1994), "Influence Diagnostics in Longitudinal Models," unpublished Ph.D. thesis, University of Wisconsin-Madison.
5. Barrett, B. E., and Ling, R. F.(1992), "General Classes of Influence Measures for Multivariate Regression,"Journal of the American Statistical Association, 87, 184-191.
6. Beckman, R. J., Nachtsheim, C. J., and Cook, R. D.(1987), "Diagnostics for Mixed-Model Analysis of Variance,"Technometrics, 29, 413-426.
7. Belsley, D. A., Kuh, E., and Welsch, R. E.(1980), Regression Diagnostics: Identifying Influential Data and Sources of Collinearity, New York: Wiley.
8. Breslow, N. E., and Day, N. E.(1988), Statistical Methods in Cancer Research: The Design and Analysis of Cohort Studies, Oxford, U.K.: Oxford University Press.
9. Carroll, R. J., and Ruppert, D.(1988), Transformation and Weighting in Regression, London: Chapman and Hall.
10. Chatterjee, S., and Hadi, A.S. (1986), "Influential Observations, High Leverage Points, and Outliers in Linear Regression" (with discussion), Statistical Science, 1, 379-416.
11. Chatterjee, S., and Hadi, A.S. (1987), Sensitivity Analysis in Linear Regression, New York: Wiley.
12. Chi, E. M., and Reinsel, G. C.(1989), "Models for Longitudinal Data With Random Effects and AR(1) Errors,"Journal of the American Statistical Association, 84,452-459.
13. Christensen, R., Pearson, L. M., and Johnson, W.(1992), "Case Deletion Diagnostics for Mixed Models,"Technometrics, 34, 38-45.
14. Cook, R. D.(1977), "Detection of Influential Observations in Linear Regression,"Technometrics, 19, 15-18.
15. Cook, R. D. (1986), "Assessment of Local Influence," with discussion, Journal of the Royal Statistical Society, Ser. B, 48, 133-169.
16. Cook, R. D., and Weisberg, S.(1982), Residuals and Influence in Regression, London: Chapman and Hall.
17. Crowder, M. J., and Hand, D. J.(1990), Analysis of Repeated Measures, London: Chapman and Hall.
18. Daniel, J.(1989), "Price and Income Elasticities of Charitable Giving; New Evidence From a Panel of Taxpayers," working paper, University of Minnesota.
19. Diggle, P. J., Liang, K. Y., and Zeger, S. L.(1994), Analysis of Longitudinal Data, Oxford, U.K.: Oxford Science Publications.
20. Frees, E. W.(1995), "Assessing Cross-Sectional Correlation in Panel Data,"Journal of Econometrics, 69, 393-414.
21. Holtz-Eakin, D., Newey, w., and Rosen, H. S.(1988), "Estimating Vector Autoregressions With Panel Data,"Econometrica, 56, 1371-1395.
22. Hsiao, C.(1986), Analysis of Panel Data, Cambridge, U.K.: Cambridge University Press.
23. Jones, R. H., and Boadi-Boateng, F.(1991), "Unequally Spaced Longitudinal Data with AR(1) Serial Correlation,"Biometrics, 47, 161-175.
24. Kiefer, N. M.(1980), "Estimation of Fixed Effects Models for Time Series of Cross-Sections With Arbitrary Intertemporal Covariance,"Journal of Econometrics, 14, 195-202.
25. Laird, N. M., and Ware, J. H.(1982), "Random-Effects Models for Longitudinal Data,"Biometrics, 38, 963-974.
26. Lin, S., and Frischmann, P. J.(1993), "Price and Income Elasticities of Charitable Contributions in the United States," working paper, University of Wisconsin-Madison.
27. Mardia, K. v., and Marshall, R. J.(1984), "Maximum Likelihood Estimation of Models for Residual Covariance in Spatial Regression,"Biometrika, 71, 135-146.
28. Munoz, A., Carey, v., Schouten, J. P., Segal, M., and Rosner, B.(1992), "A Parametric Family of Correlation Structures for the Analysis of Longitudinal Data,"Biometrics, 48, 733-742.
29. Rao, C. R.(1973), Linear Statistical Inference and Its Applications, New York: Wiley.
30. Searle, S. R.(1971), Linear Models, New York: Wiley.
31. Ware, J. H.(1985), "Linear Models for the Analysis of Longitudinal Studies,"The American Statistician, 39, 95-101.