As the title says, I have a outlier in my panel data (2 time periods) with MI. I was wondering what statistical test I could use to see if I should or shouldn't include this single observation.
As far as I understand it, tests like cook'st distance or leverage-versus-squared-residual plot do not work with panel and MI data. Which test is then usable to help me get an impression if I want this data point or not?
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