Influence Diagnostics for Linear Mixed Models

10.6339/JDS.2005.03(2).205

Temesgen Zewotir；Jacky S. Galpin

Case deletion ； influential observations ； randomeffects ； statistical diagnostics ； variance components ratios

Journal of Data Science

3卷2期（2005 / 04 / 01）

153 - 177

英文

Linear mixed models are extremely sensitive to outlying responses and extreme points in the fixed and random effect design spaces. Few diagnostics are available in standard computing packages. We provide routine diagnostic tools, which are computationally inexpensive. The diagnostics are functions of basic building blocks: studentized residuals, error contrast matrix, and the inverse of the response variable covariance matrix. The basic building blocks are computed only once from the complete data analysis and provide information on the influence of the data on different aspects of the model fit. Numerical examples provide analysts with the complete pictures of the diagnostics.