Statistical analysis with missing data
Statistical analysis with missing data
The nature of sensitivity in monotone missing not at random models
Computational Statistics & Data Analysis
Influence analysis to assess sensitivity of the dropout process
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
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Our work examines the performance of proposed local influence diagnostics applied to multivariate normal longitudinal data with drop-outs: these diagnostics prove to be ambiguous as they are sensitive not only to the presence of anomalous records, as intended, but also, unfortunately, to the misspecification of the longitudinal covariance structure of the response. We suggest an unambiguous index for detecting covariance misspecification, and recommend that an analyst use this index first to confirm that the covariance structure is well specified before attempting to interpret the influence diagnostics.