孙慧慧, 林金官. 基于M估计的线性混合模型的局部影响分析[J]. 应用概率统计, 2012, 28(2): 217-223.
引用本文: 孙慧慧, 林金官. 基于M估计的线性混合模型的局部影响分析[J]. 应用概率统计, 2012, 28(2): 217-223.
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Sun Huihui, Lin Jinguan. Local Influence Analysis of Mixed Effect Linear Models Based on M-Estimation[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(2): 217-223.
Citation: Sun Huihui, Lin Jinguan. Local Influence Analysis of Mixed Effect Linear Models Based on M-Estimation[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(2): 217-223.
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基于M估计的线性混合模型的局部影响分析

Local Influence Analysis of Mixed Effect Linear Models Based on M-Estimation

    摘要
  • 摘要: 对纵向数据的线性混合模型, 用Fisher得分法得到了参数的M估计(稳健估计), 给出了其渐近性质, 利用影响曲率研究了M估计下的随机误差方差扰动的局部影响分析问题, 并通过葡萄糖数据的实例进行了分析论证.

     

    Abstract: In this paper, the Fisher scoring method is applied to get M-estimator (robust estimator) in the mixed effects linear model for longitudinal data. And its asymptotic property is given later. Then the local influence analysis of variance of the error is studied based on M-estimation. At last the method is illustrated by the grape sugar data example.

     

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