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In an interview on "Piers Morgan Live," Lora Robinson said Hannah stayed at her home three weeks before she disappeared and recalled "very vividly" warning DiMaggio.
"I said, 'You need to watch out for that one, she's trouble,'" Robinson said, later adding that she didn't "want to bash anyone. It's certainly not my intent."
Authorities allege that James DiMaggio killed Hannah Anderson's mother and 8-year-old brother at his San Diego County home before booby-trapping it with incendiary devices. The house caught fire Aug. 4, prompting what would become a multistate search for DiMaggio and Hannah.
The six-day search ended more than 1,000 miles away in Idaho, where FBI agents raided a remote campsite where DiMaggio and Hannah were spotted. The girl was rescued safely; DiMaggio was shot and killed.
San Diego County authorities have maintained that Hannah was a victim. But Robinson defended her brother, telling Morgan there was a lack of information from law enforcement officials and "a lot of holes in the case."
"There's no evidence. The only evidence that's even come forward at this point is the fact that these two bodies were found on his property," she said.
Robinson said her brother -- whom she described as Hannah's father's "best friend" -- was "a father figure and an uncle to the Anderson children" and that he "thought of Hannah as a daughter."
When Morgan asked Robinson if she might be in denial over the accusations against her brother, she insisted that she had seen no evidence proving his alleged acts.
"What other explanation do you have?" Morgan said.
"Do you believe everything a 16-year-old tells you?" Robinson said.
"You think she's just lying?" Morgan asked.
"I'm not going to speak to that," Robinson responded.