A variance shift model for detection of outliers in the linear mixed model

Computational Statistics and Data Analysis

Volumn 54, Issue 9, 2010, Pages 2128-2144

  Gumedze, Freedom N ^a   Welham, Sue J ^b   Gogel, Beverley J ^c   Thompson, Robin ^b,d  

^a UNIVERSITY OF CAPE TOWN   (South Africa)

^b ROTHAMSTED RESEARCH   (United Kingdom)

^c UNIVERSITY OF ADELAIDE   (Australia)

^d QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Likelihood ratio test; Linear mixed model; Multiple testing; Outlier detection; REML; Score test; Variance shift outlier model

Indexed keywords

LIKELIHOOD RATIO TESTS; LINEAR MIXED MODELS; MULTIPLE TESTING; OUTLIER DETECTION; SCORE TEST; VARIANCE SHIFTS;

MAXIMUM LIKELIHOOD ESTIMATION;

STATISTICAL TESTS;

EID: 77955420450     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.03.019     Document Type: Article

References (34)

1. A.C. Atkinson Plots, Transformations and Regression 1985 Clarendon Press Oxford
2. R.J. Beckman, and C.J. Nachtsheim Diagnostics for mixed-model analysis of variance Technometrics 29 1987 413 426
3. D.A. Belsley, E. Kuh, and R.E. Welsch Regression Diagnostics: Identifying Influential Data and Sources of Collinearity 1980 Wiley New York
4. R. Christensen, L.M. Pearson, and W. Johnson Case-deletion diagnostics for mixed models Technometrics 34 1992 38 45
5. R.D. Cook Detection of influential variables in linear regression Technometrics 19 1977 15 18
6. R.D. Cook Assessment of local influence (with discussion) Journal of the Royal Statistical Society, Series B 48 1986 133 169
7. R.D. Cook, N. Holschuh, and S. Weisberg A note on an alternative outlier model Journal of the Royal Statistical Society, Series B 44 1982 370 376
8. R.D. Cook, and P.C. Wang Transformations and influential cases in regression Technometrics 25 1983 337 343
9. R.D. Cook, and S. Weisberg Residuals and Influence in Regression 1982 Chapman and Hall New York
10. D.R. Cox, and D.V. Hinkley Theoretical Statistics 1990 Chapman and Hall London
11. C.M. Crainiceanu, and D. Ruppert Likelihood ratio tests in linear mixed models with one variance component Journal of the Royal Statistical Society, Series B 66 2004 165 185
12. A.J. Fox Outliers in time series Journal of the Royal Statistical Society, Series B 34 1972 350 363
13. A.R. Gilmour, R. Thompson, and B.R. Cullis Average information REML: an efficient algorithm for variance parameter estimation in linear mixed models Biometrics 51 1995 1440 1450
14. Gogel, B.J., 1997. Spatial analysis of multi-environment variety trials. Ph.D. Thesis. Department of Statistics, University of Adelaide.
15. Gumedze, F.N., 2009. A variance shift model for outlier detection and estimation in linear and linear mixed models. Ph.D. Thesis. Department of Statistical Sciences, University of Cape Town.
16. J. Haslett A simple derivation of deletion diagnostic results for the general linear model with correlated errors Journal of the Royal Statistical Society, Series B 61 1999 603 609
17. J. Haslett, and D. Dillane Application of 'delete = replace' to deletion diagnostics for variance component estimation in the linear mixed model Journal of the Royal Statistical Society, Series B 66 2004 131 143
18. J. Haslett, and S.J. Haslett The three basic types of residual for a linear model International Statistical Review 75 2007 1 24
19. K.L. Lange, R.J.A. Little, and J.M.G. Taylor Robust statistical modelling using the t -distribution Journal of the American Statistical Association 84 1989 881 896
20. E. Lesaffre, and G. Verbeke Local influence in linear mixed models Biometrics 54 1998 570 582
21. D.Y. Lin, L.J. Wei, and Z. Ying Checking the Cox model using cumulative sums of martingale-based residuals Biometrika 80 1993 557 572
22. G. Molenberghs, and G. Verbeke Likelihood ratio, score and Wald tests in a constrained parameter space The American Statistician 61 2007 22 27
23. S.H. Moolgavkar, E.D. Lustbader, and D.J. Venzon A geometric approach to nonlinear-regression diagnostics with application to matched case-control studies Annals of Statistics 12 3 1984 816 826
24. D. Pregibon Logistic regression diagnostics Annals of Statistics 9 1981 705 724
25. A. Rebai, B. Goffinet, and B. Mangin Approximate thresholds of interval mapping tests for QTL detection Genetics 138 1994 235 240
26. D.M. Rocke Robust statistical analysis of interlaboratory studies Biometrika 70 1983 421 431
27. S.G. Self, and K.Y. Liang Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions Journal of the American Statistical Association 82 1987 605 610
28. B. Storer, and J. Crowley A diagnostic for Cox regression and general conditional likelihoods Journal of the American Statistical Association 80 1985 139 147
29. D. Stram, and J.W. Lee Variance components testing in longitudinal mixed effects model Biometrics 50 1994 1171 1177
30. D. Stram, and J.W. Lee Correction to "Variance components testing in longitudinal mixed effects model" Biometrics 51 1995 1196
31. R. Thompson A note on restricted maximum likelihood estimation with an alternative outlier model Journal of the Royal Statistical Society, Series B 47 1985 53 55
32. G. Verbeke, and G. Molenberghs The use of score tests for inference on variance components Biometrics 59 2003 254 262
33. J.R. Wagner, and N.A. Thaggard Gas-liquid chromatographic determination of nicotine contained in Cambridge filter pads Journal of the Association of Official Analytical Chemists 62 1979 229 236
34. T. Zewotir Infinitesimal model perturbation influence in the linear mixed model South African Statistical Journal 41 2007 105 126