Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs
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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 51 (2007)
Issue (Month): 12 (August)
Pages: 5537-5546
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Web page: http://www.elsevier.com/locate/csda
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- Molenberghs, Geert & Verbeke, Geert & Thijs, Herbert & Lesaffre, Emmanuel & Kenward, Michael G., 2001. "Influence analysis to assess sensitivity of the dropout process," Computational Statistics & Data Analysis, Elsevier, vol. 37(1), pages 93-113, July.
- Jansen, Ivy & Hens, Niel & Molenberghs, Geert & Aerts, Marc & Verbeke, Geert & Kenward, Michael G., 2006. "The nature of sensitivity in monotone missing not at random models," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 830-858, February.
- Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
- Sergio G. Koreisha & Yue Fang, 2001. "Generalized least squares with misspecified serial correlation structures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 515-531.
- You-Gan Wang & Vincent J. Carey, 2004. "Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 845-853, January.
- Martin Crowder, 2001. "On repeated measures analysis with misspecified covariance structure," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(1), pages 55-62.
- Banerjee, Anurag N. & Magnus, Jan R., 1999. "The sensitivity of OLS when the variance matrix is (partially) unknown," Journal of Econometrics, Elsevier, vol. 92(2), pages 295-323, October.
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