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.
Original language | English (US) |
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Pages (from-to) | 509-513 |
Number of pages | 5 |
Journal | Biometrika |
Volume | 95 |
Issue number | 2 |
DOIs | |
State | Published - Jun 2008 |
Externally published | Yes |
Keywords
- Generalized estimating equation
- Influence
- Matrix inversion
- One-step approximation
- Regression diagnostic
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics(all)
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)
- Statistics, Probability and Uncertainty
- Applied Mathematics