Influence diagnostics for elliptical semiparametric mixed models

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dc.contributor.authorIbacache Pulgar, German
dc.contributor.authorPaula, Gilberto A.
dc.contributor.authorGalea, Manuel
dc.date.accessioned2024-01-10T12:39:46Z
dc.date.available2024-01-10T12:39:46Z
dc.date.issued2012
dc.description.abstractIn this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.
dc.description.funderCAPES
dc.description.funderCNPq
dc.description.funderFAPESP, Brazil
dc.description.funderFONDECYT-Chile
dc.fechaingreso.objetodigital2024-05-14
dc.format.extent29 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1177/1471082X1001200203
dc.identifier.eissn1477-0342
dc.identifier.issn1471-082X
dc.identifier.urihttps://doi.org/10.1177/1471082X1001200203
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/77232
dc.identifier.wosidWOS:000302914400003
dc.information.autorucMatemática;Galea M;S/I;1008589
dc.issue.numero2
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final193
dc.pagina.inicio165
dc.publisherSAGE PUBLICATIONS LTD
dc.revistaSTATISTICAL MODELLING
dc.rightsacceso restringido
dc.subjectelliptical distributions
dc.subjectmaximum penalized likelihood estimates
dc.subjectnonparametric models
dc.subjectrobust estimates
dc.subjectsensitivity analysis
dc.subjectLOCAL INFLUENCE
dc.subjectLONGITUDINAL DATA
dc.subjectPENALIZED LIKELIHOOD
dc.subjectROBUST ESTIMATION
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleInfluence diagnostics for elliptical semiparametric mixed models
dc.typeartículo
dc.volumen12
sipa.codpersvinculados1008589
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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