OUTLIER SCORE TEST IN A GROWTH CURVE MODEL

FEI Yu

Journal of Systems Science & Complexity ›› 1995, Vol. 8 ›› Issue (2) : 157-165.

PDF(396 KB)
PDF(396 KB)
Journal of Systems Science & Complexity ›› 1995, Vol. 8 ›› Issue (2) : 157-165.
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OUTLIER SCORE TEST IN A GROWTH CURVE MODEL

  • FEI Yu
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Abstract

Score test statistic has been successfully used to solve many problems in the regression model.In this paper,we use the method to study the problem of local influence of a covariance perturbation in a growth curve model. First, we establish the score test function of the growth curve model with a variance enlargement under Rao's Simple Structure (Abbr.: RSS).Second, we discuss similar problems of the model with a general covariance structure (Abbr.: GCS). Furthermore, we give an approach to detecting one outlier or some outliers. The numerical example analysed at the end shows that our results are very useful in practice.

Key words

Growth curve model / local influence of covariance perturbation / score test statistic / variance enlarg

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FEI Yu. OUTLIER SCORE TEST IN A GROWTH CURVE MODEL. Journal of Systems Science and Complexity, 1995, 8(2): 157-165
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