The gradient test statistic for outlier detection in generalized estimating equations
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Date
2024
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Abstract
We develop diagnostic tools for estimating equations, useful for the analysis of data with longitudinal structure. The gradient statistic introduced by Terrell (2002) is used to propose a case deletion measure, as well as a statistic for the detection of outlying observations using a mean -shift outlier model. The proposed methodology is illustrated with an example.
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Keywords
Cook's distance, Gradient statistic, Mean shift outlier model