Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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INFLUENCE ANALYSIS FOR GENERALIZED ESTIMATING EQUATIONS

  • Jung Kang-Mo (Department of Informatics and Statistics, Kunsan National University)
  • Published : 2006.06.01
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Abstract

We investigate the influence of subjects or observations on regression coefficients of generalized estimating equations using the influence function and the derivative influence measures. The influence function for regression coefficients is derived and its sample versions are used for influence analysis. The derivative influence measures under certain perturbation schemes are derived. It can be seen that the influence function method and the derivative influence measures yield the same influence information. An illustrative example in longitudinal data analysis is given and we compare the results provided by the influence function method and the derivative influence measures.

Keywords

References

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