Assessing Local Influence in Multivariate Analyses of Incomplete Data

The present paper deals with multivariate analyses applied to the maximum likelihood estimate(s) for (the mean vector and) the covariance matrix based on incomplete data, and derives influence functions for the mean vector, the covariance matrix and some statistics in multivariate analyses. Influential directions in the sense of Cook's local influence are also derived. A numerical example is given to show the usefulness of the proposed method.