A note on deletion diagnostics for estimating equations
We describe an algorithm based upon the Sherman--Morrison--Woodbury formula for the inversion of matrices with special structure that occur in formulae for deletion diagnostics. Substantial computational savings relative to a method based upon Cholesky's decomposition are illustrated. The result has broad application to regression diagnostics for clustered data. Copyright 2008, Oxford University Press.
Volume (Year): 95 (2008)
Issue (Month): 2 ()
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