What is it about?
Missing covariates data is a common issue in generalized linear models (GLMs). A model-based procedure arising from properly specifying joint models for both the partially observed covariates and the corresponding missing indicator variables represents a sound and flexible methodology, which lends itself to maximum likelihood estimation as the likelihood function is available in computable form.
Featured Image
Why is it important?
A novel model-based methodology is proposed for the regression analysis of GLMs when the partially observed covariates are categorical. Pair-copula constructions are used as graphical tools in order to facilitate the specification of the high-dimensional probability distributions of the underlying missingness components. The model parameters are estimated by maximizing the weighted log-likelihood function by using an EM algorithm.
Perspectives
In order to compare the performance of the proposed methodology with other well-established approaches, which include complete-cases and multiple imputation, several simulation experiments of Binomial, Poisson and Normal regressions are carried out under both missing at random and non-missing at random mechanisms scenarios. The methods are illustrated by modeling data from a stage III melanoma clinical trial. The results show that the methodology is rather robust and flexible, representing a competitive alternative to traditional techniques.
Luis Carlos Perez-Ruiz
Universidad Autonoma Metropolitana
Read the Original
This page is a summary of: Joint regression modeling for missing categorical covariates in generalized linear models, Journal of Applied Statistics, February 2018, Taylor & Francis,
DOI: 10.1080/02664763.2018.1438376.
You can read the full text:
Contributors
The following have contributed to this page
