eld {melt} | R Documentation |
Empirical likelihood displacement
Description
Computes empirical likelihood displacement for model diagnostics and outlier detection.
Usage
## S4 method for signature 'EL'
eld(object, control = NULL)
## S4 method for signature 'GLM'
eld(object, control = NULL)
Arguments
object |
An object that inherits from EL. |
control |
An object of class ControlEL constructed by
|
Details
Let be the empirical log-likelihood function based
on the full sample with
observations. The maximum empirical
likelihood estimate is denoted by
. Consider a reduced
sample with the
th observation deleted and the corresponding
estimate
. The empirical likelihood displacement is
defined by
If is large, then the
th observation is an
influential point and can be inspected as a possible outlier.
eld
computes for
.
Value
An object of class ELD.
References
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. 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. doi:10.1093/biomet/asm094.
See Also
EL, ELD, el_control()
, plot()
Examples
data("precip")
fit <- el_mean(precip, par = 30)
eld <- eld(fit)
plot(eld)