Influence measures and outliers detection in linear mixed measurement error models with Ridge estimation

Abstract

In this article, we have concentrated on the influence diagnostics based on the mean shift outlier models (MSOM) and case deletion methods in the linear mixed measurement error models with Ridge estimation using the corrected likelihood of Nakamura (1990). We have derived the corrected score test statistic for outliers detection according to MSOM. Then, several case deletion measures are constructed as a tool for influence diagnostics. A parametric bootstrap procedure is used to obtain empirical distributions of the test statistics, and a simulation study has been used to show the performance of the proposed score test statistic and cook distance. Finally, a numerical example is given to illustrate the theoretical results.

Keywords:

• Influence measures
• Linear mixed measurement error models
• Mean shift outliers methods
• Ridge estimation

MATHEMATICAL SUBJECT CLASSIFICATION:

• 62J05
• 62J07