Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 54, Issue 9, Pages 2128-2144Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.csda.2010.03.019
Keywords
Likelihood ratio test; Linear mixed model; Multiple testing; Outlier detection; REML; Score test; Variance shift outlier model
Funding
- VSN International Ltd.
- Biotechnology and Biological Sciences Research Council of the UK
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A variance shift outlier model (VSOM), previously used for detecting outliers in the linear model, is extended to the variance components model. This VSOM accommodates outliers as observations with inflated variance, with the status of the ith observation as an outlier indicated by the size of the associated shift in the variance. Likelihood ratio and score test statistics are assessed as objective measures for determining whether the ith observation has inflated variance and is therefore an outlier. It is shown that standard asymptotic distributions do not apply to these tests for a VSOM, and a modified distribution is proposed. A parametric bootstrap procedure is proposed to account for multiple testing. The VSOM framework is extended to account for outliers in random effects and is shown to have an advantage over case-deletion approaches. A simulation study is presented to verify the performance of the proposed tests. Challenges associated with computation and extensions of the VSOM to the general linear mixed model with correlated errors are discussed. (C) 2010 Elsevier B.V. All rights reserved.
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