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robustlmm (version 3.5.0-2)

cooks.distance.rlmerMod: Cook's-distance equivalent for an rlmerMod fit (per observation or per cluster).

Description

Joint Mahalanobis influence on the fitted \((\hat{\beta}, \hat{\sigma}, \hat{\theta})\). With groups = NULL (default) the unit is the observation: the per-observation influence vectors are stacked into a \((p + 1 + L) \times n\) matrix \(W\), and the result is \(\sqrt{w_i^T V^{-1} w_i}\) with \(V = (1/n) W W^T\). With groups set the unit is the cluster: the per-cluster influence functions \(\Xi = -J_{par}^{-1} S\) (\(S\) the per-cluster score contributions from .scoreByCluster), restricted to the \((\beta, \sigma, \theta)\) rows, are scored the same way with \(V = (1/J) \Xi \Xi^T\). This flags whole-cluster outliers that no single observation reveals -- e.g. before relying on the bootstrap variance-component test of anova, which is anti-conservative under group contamination. If \(V\) is singular (a variance-component boundary) the Moore-Penrose pseudo-inverse is used.

Usage

# S3 method for rlmerMod
cooks.distance(model, groups = NULL, IF = NULL, ...)

Value

Named numeric vector: one entry per observation (groups = NULL) or per cluster level.

Arguments

model

An rlmerMod object.

groups

Cluster grouping for cluster-level Cook's distance: NULL (default) for per-observation; TRUE for the top-level grouping factor; or a factor / grouping-factor name to aggregate over. Cluster-level requires a single or nested grouping structure (crossed designs error, as for the variance-parameter covariance).

IF

Optional pre-computed implicitIF_full(model); computed on demand if NULL.

...

Currently unused.

Details

The full IF computation is the expensive part; pre-compute it once via IF = implicitIF_full(fit) and pass it in if you need cooks.distance and influence together.

See Also

implicitIF_full, influence, hatvalues