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Biometrika Advance Access originally published online on May 7, 2008
Biometrika 2008 95(2):509-513; doi:10.1093/biomet/asn019
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© 2008 Biometrika Trust

Miscellanea

A note on deletion diagnostics for estimating equations

John S. Preisser, Bahjat F. Qaqish and Jamie Perin

Department of Biostatistics, University of North Carolina, Chapel Hill, North Carolina 27599-7420, U.S.A. jpreisse{at}bios.unc.edu qaqish{at}bios.unc.edu jperin{at}bios.unc.edu

Received for publication 1 July 2007. Revision received 1 September 2007.
  Abstract

We describe an algorithm based upon the Sherman–Morrison–Woodbury formula for the inversion of matrices with special structure that occur in formulae for deletion diagnostics. Substantial computational savings relative to a method based upon Cholesky's decomposition are illustrated. The result has broad application to regression diagnostics for clustered data.

Key Words: Generalized estimating equation • Influence • Matrix inversion • One-step approximation • Regression diagnostic


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