IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v30y2003i4p767-780.html
   My bibliography  Save this article

Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models

Author

Listed:
  • Zhong‐Yi Zhu
  • Xuming He
  • Wing‐Kam Fung

Abstract

. Partially linear models are extensions of linear models to include a non‐parametric function of some covariate. They have been found to be useful in both cross‐sectional and longitudinal studies. This paper provides a convenient means to extend Cook's local influence analysis to the penalized Gaussian likelihood estimator that uses a smoothing spline as a solution to its non‐parametric component. Insight is also provided into the interplay of the influence or leverage measures between the linear and the non‐parametric components in the model. The diagnostics are applied to a mouthwash data set and a longitudinal hormone study with informative results.

Suggested Citation

  • Zhong‐Yi Zhu & Xuming He & Wing‐Kam Fung, 2003. "Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(4), pages 767-780, December.
    • Handle: RePEc:bla:scjsta:v:30:y:2003:i:4:p:767-780
    DOI: 10.1111/1467-9469.00363
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-9469.00363
    Download Restriction: no
    File URL: https://libkey.io/10.1111/1467-9469.00363?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Vasconcellos, Klaus L.P. & Zea Fernandez, L.M., 2009. "Influence analysis with homogeneous linear restrictions," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3787-3794, September.
    2. Hadi Emami, 2018. "Local influence for Liu estimators in semiparametric linear models," Statistical Papers, Springer, vol. 59(2), pages 529-544, June.
    3. Wei, Wen Hsiang, 2004. "Derivatives diagnostics and robustness for smoothing splines," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 335-356, June.
    4. Qingming Zou & Zhongyi Zhu & Jinglong Wang, 2009. "Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 905-918, December.
    5. Tang, Niansheng & Xia, Linli & Yan, Xiaodong, 2019. "Feature screening in ultrahigh-dimensional partially linear models with missing responses at random," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 208-227.
    6. Germán Ibacache-Pulgar & Cristian Villegas & Javier Linkolk López-Gonzales & Magaly Moraga, 2023. "Influence measures in nonparametric regression model with symmetric random errors," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 1-25, March.
    7. Ibacache-Pulgar, Germán & Paula, Gilberto A., 2011. "Local influence for Student-t partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1462-1478, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:30:y:2003:i:4:p:767-780. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.