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Article: On estimation and influence diagnostics in linear mixed measurement error models

TitleOn estimation and influence diagnostics in linear mixed measurement error models
Authors
KeywordsCase-deletion
Corrected score function
Fixed effects
Influence analysis
Leverage
Local influence
Measurement errors
Random effects
Issue Date2003
PublisherAmerican Sciences Press, Inc.
Citation
American Journal Of Mathematical And Management Sciences, 2003, v. 23 n. 1-2, p. 37-59 How to Cite?
AbstractIt is not uncommon that the independent variables of linear mixed models are subject to measurement errors in practice. In this paper, we suggest a method for parameter estimation in linear mixed measurement error models, based on the corrected score function. The proposed parameter estimates are shown to be statistically consistent to the order of n-1/2 and normally distributed asymptotically. Diagnostic measures for the model such as the leverage measure, Cook's distance and local influence measures are constructed. A data set on hedonic housing price is analyzed.
Persistent Identifierhttp://hdl.handle.net/10722/82918
ISSN
2015 SCImago Journal Rankings: 0.200
References

 

DC FieldValueLanguage
dc.contributor.authorFung, WKen_HK
dc.contributor.authorZhong, XPen_HK
dc.contributor.authorWei, BCen_HK
dc.date.accessioned2010-09-06T08:34:52Z-
dc.date.available2010-09-06T08:34:52Z-
dc.date.issued2003en_HK
dc.identifier.citationAmerican Journal Of Mathematical And Management Sciences, 2003, v. 23 n. 1-2, p. 37-59en_HK
dc.identifier.issn0196-6324en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82918-
dc.description.abstractIt is not uncommon that the independent variables of linear mixed models are subject to measurement errors in practice. In this paper, we suggest a method for parameter estimation in linear mixed measurement error models, based on the corrected score function. The proposed parameter estimates are shown to be statistically consistent to the order of n-1/2 and normally distributed asymptotically. Diagnostic measures for the model such as the leverage measure, Cook's distance and local influence measures are constructed. A data set on hedonic housing price is analyzed.en_HK
dc.languageengen_HK
dc.publisherAmerican Sciences Press, Inc.en_HK
dc.relation.ispartofAmerican Journal of Mathematical and Management Sciencesen_HK
dc.subjectCase-deletionen_HK
dc.subjectCorrected score functionen_HK
dc.subjectFixed effectsen_HK
dc.subjectInfluence analysisen_HK
dc.subjectLeverageen_HK
dc.subjectLocal influenceen_HK
dc.subjectMeasurement errorsen_HK
dc.subjectRandom effectsen_HK
dc.titleOn estimation and influence diagnostics in linear mixed measurement error modelsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0196-6324&volume=23&spage=37&epage=59&date=2003&atitle=On+estimation+and+influence+diagnostics+in+linear+mixed+measurement+error+modelsen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-0141889499en_HK
dc.identifier.hkuros90703en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0141889499&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume23en_HK
dc.identifier.issue1-2en_HK
dc.identifier.spage37en_HK
dc.identifier.epage59en_HK
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK
dc.identifier.scopusauthoridZhong, XP=7202160440en_HK
dc.identifier.scopusauthoridWei, BC=7202263644en_HK

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