| Literature DB >> 20160863 |
Myunghee Cho Paik1, Cuiling Wang.
Abstract
When data are missing, analyzing records that are completely observed may cause bias or inefficiency. Existing approaches in handling missing data include likelihood, imputation and inverse probability weighting. In this paper, we propose three estimators inspired by deleting some completely observed data in the regression setting. First, we generate artificial observation indicators that are independent of outcome given the observed data and draw inferences conditioning on the artificial observation indicators. Second, we propose a closely related weighting method. The proposed weighting method has more stable weights than those of the inverse probability weighting method (Zhao and Lipsitz, 1992). Third, we improve the efficiency of the proposed weighting estimator by subtracting the projection of the estimating function onto the nuisance tangent space. When data are missing completely at random, we show that the proposed estimators have asymptotic variances smaller than or equal to the variance of the estimator obtained from using completely observed records only. Asymptotic relative efficiency computation and simulation studies indicate that the proposed weighting estimators are more efficient than the inverse probability weighting estimators under wide range of practical situations especially when when the missingness proportion is large.Entities:
Year: 2009 PMID: 20160863 PMCID: PMC2674251 DOI: 10.1016/j.jspi.2008.10.024
Source DB: PubMed Journal: J Stat Plan Inference ISSN: 0378-3758 Impact factor: 1.111