IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v28y2001i6p737-742.html
   My bibliography  Save this article

Influence measure in maximum likelihood estimate for models of lifetime data

Author

Listed:
  • Wai-Yin Poon
  • Man-Lai Tang

Abstract

We use the local influence approach to develop influence measures for identifying observations that strike a disproportionate effect on the maximum likelihood estimate of parameters in models for lifetime data. The proposed method for developing influence measures can be applied to a wide variety of models and we use the exponential model to illustrate the details. In particular, we show that the proposed measure is equivalent to the martingale residual under the exponential model.

Suggested Citation

  • Wai-Yin Poon & Man-Lai Tang, 2001. "Influence measure in maximum likelihood estimate for models of lifetime data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 737-742.
    • Handle: RePEc:taf:japsta:v:28:y:2001:i:6:p:737-742
    DOI: 10.1080/02664760120059264
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/02664760120059264
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664760120059264?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
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. W.‐Y. Poon & Y. S. Poon, 1999. "Conformal normal curvature and assessment of local influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 51-61.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Alejandra Tapia & Victor Leiva & Maria del Pilar Diaz & Viviana Giampaoli, 2019. "Influence diagnostics in mixed effects logistic regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 920-942, September.
    2. Russo, Cibele M. & Paula, Gilberto A. & Aoki, Reiko, 2009. "Influence diagnostics in nonlinear mixed-effects elliptical models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4143-4156, October.
    3. Cibele M. Russo & Gilberto A. Paula & Francisco Jos� A. Cysneiros & Reiko Aoki, 2012. "Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(5), pages 1049-1067, October.
    4. Wai-Yin Poon & Man-Lai Tang & Shu-Jia Wang, 2003. "Influence Measures in Contingency Tables With Application in Sampling Zeros," Sociological Methods & Research, , vol. 31(4), pages 439-452, May.
    5. Xiaowen Dai & Libin Jin & Maozai Tian & Lei Shi, 2019. "Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity," Statistical Papers, Springer, vol. 60(5), pages 1423-1446, October.
    6. Xiaowen Dai & Libin Jin & Lei Shi & Cuiping Yang & Shuangzhe Liu, 2016. "Local influence analysis in general spatial models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(3), pages 313-331, July.
    7. Barros, Michelli & Paula, Gilberto A. & Leiva, Víctor, 2009. "An R implementation for generalized Birnbaum-Saunders distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1511-1528, February.
    8. R.A.B. Assumpção & M.A. Uribe-Opazo & M. Galea, 2014. "Analysis of local influence in geostatistics using Student's t -distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(11), pages 2323-2341, November.
    9. Lee, Sik-Yum & Lu, Bin & Song, Xin-Yuan, 2006. "Assessing local influence for nonlinear structural equation models with ignorable missing data," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1356-1377, March.
    10. Fernanda De Bastiani & Audrey Mariz de Aquino Cysneiros & Miguel Uribe-Opazo & Manuel Galea, 2015. "Influence diagnostics in elliptical spatial linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 322-340, June.
    11. Sik-Yum Lee & Liang Xu, 2003. "On local influence analysis of full information item factor models," Psychometrika, Springer;The Psychometric Society, vol. 68(3), pages 339-360, September.
    12. Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel, 2007. "Assessment of local influence in elliptical linear models with longitudinal structure," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4354-4368, May.
    13. Shi, Lei & Lu, Jun & Zhao, Jianhua & Chen, Gemai, 2016. "Case deletion diagnostics for GMM estimation," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 176-191.
    14. Jun Lu & Wen Gan & Lei Shi, 2022. "Local influence analysis for GMM estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(1), pages 1-23, March.
    15. Sik-Yum Lee & Nian-Sheng Tang, 2004. "Local influence analysis of nonlinear structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 69(4), pages 573-592, December.
    16. Joelmir A. Borssoi & Gilberto A. Paula & Manuel Galea, 2020. "Elliptical linear mixed models with a covariate subject to measurement error," Statistical Papers, Springer, vol. 61(1), pages 31-69, February.
    17. Manghi, Roberto F. & Cysneiros, Francisco José A. & Paula, Gilberto A., 2019. "Generalized additive partial linear models for analyzing correlated data," Computational Statistics & Data Analysis, Elsevier, vol. 129(C), pages 47-60.
    18. Carlos A. Cardozo & Gilberto A. Paula & Luiz H. Vanegas, 2022. "Generalized log-gamma additive partial linear models with P-spline smoothing," Statistical Papers, Springer, vol. 63(6), pages 1953-1978, December.
    19. Manuel Galea & Patricia Giménez, 2019. "Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model," Statistical Papers, Springer, vol. 60(1), pages 293-312, February.
    20. Luis Vanegas & Gilberto Paula, 2015. "A semiparametric approach for joint modeling of median and skewness," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 110-135, 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:taf:japsta:v:28:y:2001:i:6:p:737-742. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    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.