eld | R Documentation |
Computes empirical likelihood displacement for model diagnostics and outlier detection.
## S4 method for signature 'EL'
eld(object, control = NULL)
## S4 method for signature 'GLM'
eld(object, control = NULL)
object |
An object that inherits from EL. |
control |
An object of class ControlEL constructed by
|
Let L(\theta)
be the empirical log-likelihood function based
on the full sample with n
observations. The maximum empirical
likelihood estimate is denoted by \hat{\theta}
. Consider a reduced
sample with the i
th observation deleted and the corresponding
estimate \hat{\theta}_{(i)}
. The empirical likelihood displacement is
defined by
\textrm{ELD}_i = 2\{L(\hat{\theta}) - L(\hat{\theta}_{(i)})\}.
If \textrm{ELD}_i
is large, then the i
th observation is an
influential point and can be inspected as a possible outlier. eld
computes \textrm{ELD}_i
for i = 1, \dots, n
.
An object of class ELD.
Lazar NA (2005). “Assessing the Effect of Individual Data Points on Inference From Empirical Likelihood.” Journal of Computational and Graphical Statistics, 14(3), 626–642. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/106186005X59568")}.
Zhu H, Ibrahim JG, Tang N, Zhang H (2008). “Diagnostic Measures for Empirical Likelihood of General Estimating Equations.” Biometrika, 95(2), 489–507. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/biomet/asm094")}.
EL, ELD, el_control()
, plot()
data("precip")
fit <- el_mean(precip, par = 30)
eld <- eld(fit)
plot(eld)
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