From: "Nele Plock" nplock@zedat.fu-berlin.de
Subject: [NMusers] leverage analysis vs. case deletion
Date: Tue, 02 May 2006 17:28:53 +0200

Dear nmusers,
 
I was wondering if anybody could comment on the difference between leverage
analysis and case deletion procedures for model evaluation? From what I have
read so far it seems that they can be treated as synonyms, but is this really the case?
 
Thanks a lot!
Nele
_______________________________________________________

From: Leonid Gibiansky leonidg@metrumrg.com
Subject: Re: [NMusers] leverage analysis vs. case deletion
Date: Tue, 02 May 2006 12:21:37 -0400

I think, case deletion procedure (i.e., delete some observations and see
what happens) is the particular implementation of the leverage analysis
(i.e., investigation of influence of particular observations on the parameter
estimates).

Leonid 
_______________________________________________________

From: "Bonate, Peter" Peter.Bonate@genzyme.com
Subject: [NMusers] leverage analysis vs. case deletion
Date: Tue, 2 May 2006 12:26:41 -0400 

They are not synonyms.  You can do a leverage analysis using case deletion but with
linear models you do not need to do so.  You can use the HAT matrix in a linear model
to get the leverage a subject exerts in a dataset.  With a nonlinear model with individual
level data (no repeated data), you can get the same measure of influence using the
Jacobian matrix.  With a linear mixed effects model there are ways to do this but
they are not easy and require access to software that allows matrix calculations, like
MATLAB or SAS IML. But with a nonlinear mixed effects model, I am not aware of how you
could get this data without doing case deletion.  Whenever I can, I do a case deletion
analysis on my data (time permitting) since you can also get the jackknife estimate
of the standard errors.
 
Hope this helps,
 
pete
 
 
Peter L. Bonate, PhD
Genzyme Corporation
Director, Pharmacokinetics
4545 Horizon Hill Blvd
San Antonio, TX  78229   USA
peter.bonate@genzyme.com
phone: 210-949-8662
fax: 210-949-8219
_______________________________________________________

From: "A.J. Rossini" blindglobe@gmail.com
Subject: Re: [NMusers] leverage analysis vs. case deletion
Date: Tue, 2 May 2006 18:46:33 +0200

Depends on whether you are thinking of using leverage analysis as a
generic term or as an analysis technique, where the "see what happens"
is particularly defined.   Of course, case-deletion is morally the same
as both jackknifing (variance estimate) and cross-validation (for a
particular k, k-fold...).  Lots of names, similar algorithms, different
goals....

-- 
best,
-tony

blindglobe@gmail.com
Muttenz, Switzerland.
"Commit early,commit often, and commit in a repository from which we can easily
roll-back your mistakes" (AJR, 4Jan05).
_______________________________________________________