Local influence for incomplete-data models

Abstract

This paper proposes a method to assess the local influence in a minor perturbation of a statistical model with incomplete data. The idea is to utilize Cook's approach to the conditional expectation of the complete-data log-likelihood function in the EM algorithm. It is shown that the method proposed produces analytic results that are very similar to those obtained from a classical local influence approach based on the observed data likelihood function and has the potential to assess a variety of complicated models that cannot be handled by existing methods. An application to the generalized linear mixed model is investigated. Some illustrative artificial and real examples are presented.