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Local Influence in Generalized Estimating Equations

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Author Info
KANG-MO JUNG
Abstract

We investigate the influence of subjects or observations on regression coefficients of generalized estimating equations (GEEs) using local influence. The GEE approach does not require the full multivariate distribution of the response vector. We extend the likelihood displacement to a quasi-likelihood displacement, and propose local influence diagnostics under several perturbation schemes. An illustrative example in GEEs is given and we compare the results using the local influence and deletion methods. Copyright (c) Board of the Foundation of the Scandinavian Journal of Statistics 2007.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9469.2007.00575.x
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Article provided by Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association in its journal Scandinavian Journal of Statistics.

Volume (Year): 35 (2008)
Issue (Month): 2 ()
Pages: 286-294
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Handle: RePEc:bla:scjsta:v:35:y:2008:i:2:p:286-294

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