File Download
There are no files associated with this item.
Supplementary
-
Citations:
- Scopus: 0
- Appears in Collections:
Article: On estimation and influence diagnostics in linear mixed measurement error models
Title | On estimation and influence diagnostics in linear mixed measurement error models |
---|---|
Authors | |
Keywords | Case-deletion Corrected score function Fixed effects Influence analysis Leverage Local influence Measurement errors Random effects |
Issue Date | 2003 |
Publisher | American Sciences Press, Inc. |
Citation | American Journal Of Mathematical And Management Sciences, 2003, v. 23 n. 1-2, p. 37-59 How to Cite? |
Abstract | It 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 Identifier | http://hdl.handle.net/10722/82918 |
ISSN | 2023 SCImago Journal Rankings: 0.504 |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Fung, WK | en_HK |
dc.contributor.author | Zhong, XP | en_HK |
dc.contributor.author | Wei, BC | en_HK |
dc.date.accessioned | 2010-09-06T08:34:52Z | - |
dc.date.available | 2010-09-06T08:34:52Z | - |
dc.date.issued | 2003 | en_HK |
dc.identifier.citation | American Journal Of Mathematical And Management Sciences, 2003, v. 23 n. 1-2, p. 37-59 | en_HK |
dc.identifier.issn | 0196-6324 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82918 | - |
dc.description.abstract | It 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.language | eng | en_HK |
dc.publisher | American Sciences Press, Inc. | en_HK |
dc.relation.ispartof | American Journal of Mathematical and Management Sciences | en_HK |
dc.subject | Case-deletion | en_HK |
dc.subject | Corrected score function | en_HK |
dc.subject | Fixed effects | en_HK |
dc.subject | Influence analysis | en_HK |
dc.subject | Leverage | en_HK |
dc.subject | Local influence | en_HK |
dc.subject | Measurement errors | en_HK |
dc.subject | Random effects | en_HK |
dc.title | On estimation and influence diagnostics in linear mixed measurement error models | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://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+models | en_HK |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_HK |
dc.identifier.authority | Fung, WK=rp00696 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.scopus | eid_2-s2.0-0141889499 | en_HK |
dc.identifier.hkuros | 90703 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0141889499&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 23 | en_HK |
dc.identifier.issue | 1-2 | en_HK |
dc.identifier.spage | 37 | en_HK |
dc.identifier.epage | 59 | en_HK |
dc.publisher.place | United States | en_HK |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_HK |
dc.identifier.scopusauthorid | Zhong, XP=7202160440 | en_HK |
dc.identifier.scopusauthorid | Wei, BC=7202263644 | en_HK |
dc.identifier.issnl | 0196-6324 | - |