Local influence in linear mixed measurement error models with ridge estimation

Abstract

AbstractAbstractThis paper deals with the assessment of the effects of minor perturbations of data in the linear mixed measurement error models with Ridge estimation, based on the corrected score function. The local influence approach is used for assessing the influence of small perturbations on the parameter estimates. We examine different types of perturbation schemes including the covariance matrix of the conditional errors, case weight, response, and explanatory perturbation, to identify influential observations. A real data application and a simulation study illustrate the performance of the proposed diagnostics.Keywords: Influence measuresLinear mixed measurement error modelsLocal influenceRidge estimation