Autoregressive models in time series are useful in various areas. In this article, we propose a skew-t autoregressive model. We estimate its parameters using the expectation-maximization (EM) method and develop the influence methodology based on local perturbations for its validation. We obtain the normal curvatures for four perturbation strategies to identify influential observations, and then to assess their performance through Monte Carlo simulations. An example of financial data analysis is presented to study daily log-returns for Brent crude futures and investigate possible impact by the COVID-19 pandemic.

The heteroscedastic nonlinear regression model (HNLM) is an important tool in data modeling. In this paper we propose a HNLM considering skew scale mixtures of normal (SSMN) distributions, which allows fitting asymmetric and heavy-tailed data simultaneously. Maximum likelihood (ML) estimation is performed via the expectation-maximization (EM) algorithm. The observed information matrix is derived analytically to account for standard errors. In addition, diagnostic analysis is developed using case-deletion measures and the local influence approach. A simulation study is developed to verify the empirical distribution of the likelihood ratio statistic, the power of the homogeneity of variances test and a study for misspecification of the structure function. The method proposed is also illustrated by analyzing a real dataset.

Network meta-analysis has been gaining prominence as an evidence synthesis method that enables the comprehensive synthesis and simultaneous comparison of multiple treatments. In many network meta-analyses, some of the constituent studies may have markedly different characteristics from the others, and may be influential enough to change the overall results. The inclusion of these \"outlying\" studies might lead to biases, yielding misleading results. In this article, we propose effective methods for detecting outlying and influential studies in a frequentist framework. In particular, we propose suitable influence measures for network meta-analysis models that involve missing outcomes and adjust the degree of freedoms appropriately. We propose three influential measures by a leave-one-trial-out cross-validation scheme: (1) comparison-specific studentized residual, (2) relative change measure for covariance matrix of the comparative effectiveness parameters, (3) relative change measure for heterogeneity covariance matrix. We also propose (4) a model-based approach using a likelihood ratio statistic by a mean-shifted outlier detection model. We illustrate the effectiveness of the proposed methods via applications to a network meta-analysis of antihypertensive drugs. Using the four proposed methods, we could detect three potential influential trials involving an obvious outlier that was retracted because of data falsifications. We also demonstrate that the overall results of comparative efficacy estimates and the ranking of drugs were altered by omitting these three influential studies.

Meta-analyses of diagnostic test accuracy (DTA) studies have been gaining prominence in research in clinical epidemiology and health technology development. In these DTA meta-analyses, some studies may have markedly different characteristics from the others and potentially be inappropriate to include. The inclusion of these \"outlying\" studies might lead to biases, yielding misleading results. In addition, there might be influential studies that have notable impacts on the results. In this article, we propose Bayesian methods for detecting outlying studies and their influence diagnostics in DTA meta-analyses. Synthetic influence measures based on the bivariate hierarchical Bayesian random effects models are developed because the overall influences of individual studies should be simultaneously assessed by the two outcome variables and their correlation information. We propose four synthetic measures for influence analyses: (a) relative distance, (b) standardized residual, (c) Bayesian p-value, and (d) influence statistic on the area under the summary receiver operating characteristic curve. We also show that conventional univariate Bayesian influential measures can be applied to the bivariate random effects models, which can be used as marginal influential measures. Most of these methods can be similarly applied to the frequentist framework. We illustrate the effectiveness of the proposed methods by applying them to a DTA meta-analysis of ultrasound in screening for vesicoureteral reflux among children with urinary tract infections.

Missing covariate values are prevalent in regression applications. While an array of methods have been developed for estimating parameters in regression models with missing covariate data for a variety of response types, minimal focus has been given to validation of the response model and influence diagnostics. Previous research has mainly focused on estimating residuals for observations with missing covariates using expected values, after which specialized techniques are needed to conduct proper inference. We suggest a multiple imputation strategy that allows for the use of standard methods for residual analyses on the imputed data sets or a stacked data set. We demonstrate the suggested multiple imputation method by analyzing the Sleep in Mammals data in the context of a linear regression model and the New York Social Indicators Status data with a logistic regression model.

The presence of outliers and influential cases may affect the validity and robustness of the conclusions from a meta-analysis. While researchers generally agree that it is necessary to examine outlier and influential case diagnostics when conducting a meta-analysis, limited studies have addressed how to obtain such diagnostic measures in the context of a meta-analysis. The present paper extends standard diagnostic procedures developed for linear regression analyses to the meta-analytic fixed- and random/mixed-effects models. Three examples are used to illustrate the usefulness of these procedures in various research settings. Issues related to these diagnostic procedures in meta-analysis are also discussed. Copyright © 2010 John Wiley & Sons, Ltd.