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Local influence diagnostics in elliptical multilevel models
Roberto F Manghi1, Érica V Nogueira1, Audrey Helen M A Cysneiros1
1Universidade Federal de Pernambuco, Departamento de Estatística, Avenida Jornalista Anibal Fernandes, 497, 50740-540 Recife, PE, Brazil.
Abstract:
Local influence diagnostics for elliptical multilevel models are proposed in this paper. This class of models involves the use of continuous symmetric distributions, including heavy-tailed error models, and the normal distribution as a particular case. Maximum likelihood estimation and features related to the fitting and model assumptions are discussed. Finally, local influence measures under different perturbation schemes are developed and applied to fit real data under the normal, Student- t and power exponential distributions.
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