Application of an imputation method for variance estimation under pseudo-likelihood when missing data are NMAR

  • Kwon, Amy M.
  • Tang, Gong
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초록

When data are outcome-dependent non response, pseudo-likelihood yields consistent regression coefficients without specifying the missing data mechanism. However, it is onerous to derive parameter estimators including their standard errors from the regression coefficients under pseudo-likelihood (PL). The present study applies an imputation method to compute the asymptotic standard errors of parameter estimators. The proposed method is simpler than Delta method and it showed similar effect size of the standard errors to bootstrapping in simulation and application studies.

키워드

ImputationNot missing at random (NMAR)Pseudo-likelihoodREGRESSION-MODELSNONRESPONSE
제목
Application of an imputation method for variance estimation under pseudo-likelihood when missing data are NMAR
저자
Kwon, Amy M.Tang, Gong
DOI
10.1080/03610926.2016.1143008
발행일
2017
유형
Article
저널명
Communications in Statistics - Theory and Methods
46
14
페이지
6959 ~ 6966