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Local influence analysis in the growth curve model with Rao's simple covariance structure
Authors:Jian-Xin Pan  Peng Bai
Institution:  a University of Manchester, Manchester, UK. b Centre for Applied Statistics, Yunnan University, Kunming, People's Republic of China.
Abstract:In this paper we discuss the likelihood-based local influence in a growth curve model with Rao's simple covariance structure. Under an abstract perturbation, the Hessian matrix is provided in which the eigenvector corresponding to the maximum absolute eigenvalue is used to assess the influence of observations. Specifically, we employ covariance-weighted perturbation to demonstrate the use of the proposed approach. A practical example is analysed using the proposed local influence approach.
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