Residuals and leverages in the linear mixed measurement error models

Abstract

Residuals are frequently used to evaluate the validity of the assumptions of statistical models and may also be employed as tools for model selection. In this paper, we consider residuals and their limiting properties in the linear mixed measurement error models. Also, we develop types of residuals for these models and then review some of the residual analysis techniques. Further, by using the definition of generalized leverage, we derive generalized leverage matrices for identification of high-leverage points for these models. Finally, we analyse a real data set.