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Local influence in multilevel models

✍ Scribed by Lei Shi; Gemai Chen

Publisher
John Wiley and Sons
Year
2008
Tongue
French
Weight
860 KB
Volume
36
Category
Article
ISSN
0319-5724

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✦ Synopsis

Abstract

The authors study the local influence of observations in multilevel regression models. To this end, they perturb simultaneously the variances, responses and design matrix. To measure the local change caused by these perturbations, they use generalized Cook statistics for the fixed and random parameter estimates. Closed form local influence measures also allow them to assess the joint influence of various observations. They suggest a simple computation method and illustrate their results using two examples.

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