Abstract
Under a normal assumption, Liski (1991,Biometrics,47, 659–668) gave some measurements for assessing influential observations in a Growth Curve Model (GCM) with a known covariance. For the GCM with an arbitrary (p.d.) covariance structure, known as unstructured covariance matrix (UCM), the problems of detecting multiple outliers are discussed in this paper. When a multivariate normal error is assumed, the MLEs of the parameters in the Multiple-Individual-Deletion model (MIDM) and the Mean-Shift-Regression model (MSRM) are derived, respectively. In order to detect multiple outliers in the GCM with UCM, the likelihood ratio testing statistic in MSRM is established and its null distribution is derived. For illustration, two numerical examples are discussed, which shows that the criteria presented in this paper are useful in practice.
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Supported partially by the WAI TAK Investment and Loan Company Ltd. Research Scholarship of Hong Kong for 1992–93.
Supported partially by the Hong Kong UPGC Grant.
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Pan, JX., Fang, KT. Multiple outlier detection in growth curve model with unstructured covariance matrix. Ann Inst Stat Math 47, 137–153 (1995). https://doi.org/10.1007/BF00773418
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DOI: https://doi.org/10.1007/BF00773418