Discordant outlier detection in the growth curve model with Rao's simple covariance structure
In this paper, we discuss the detection of multiple discordant outliers in a growth curve model (GCM) with Rao's simple covariance structure. The relationship between the multiple individual deletion model and mean shift regression model is studied. Based on the relationship, we establish a criterion for detecting multiple discordant outliers.
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Volume (Year): 69 (2004)
Issue (Month): 2 (August)
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References listed on IDEAS
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- von Rosen, Dietrich, 1989. "Maximum likelihood estimators in multivariate linear normal models," Journal of Multivariate Analysis, Elsevier, vol. 31(2), pages 187-200, November.
- Jian-Xin Pan & Kai-Tai Fang, 1995. "Multiple outlier detection in growth curve model with unstructured covariance matrix," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 137-153, January.
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