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The gradient test statistic for outlier detection in generalized estimating equations

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  • Osorio, Felipe
  • Gárate, Ángelo
  • Russo, Cibele M.

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.

Suggested Citation

  • Osorio, Felipe & Gárate, Ángelo & Russo, Cibele M., 2024. "The gradient test statistic for outlier detection in generalized estimating equations," Statistics & Probability Letters, Elsevier, vol. 209(C).
    • Handle: RePEc:eee:stapro:v:209:y:2024:i:c:s0167715224000567
    DOI: 10.1016/j.spl.2024.110087
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    References listed on IDEAS

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