A class of pattern-mixture models for normal incomplete data. (English) Zbl 0816.62023

Little, Roderick J. A.

Biometrika 81, No. 3, 471-483 (1994).

Summary: Likelihood-based methods are developed for analyzing a random sample on two continuous variables when values of one of the variables are missing. Normal maximum likelihood estimates when values are missing completely at random were derived by T. W. Anderson [J. Am. Stat. Asoc. 52, 200- 203 (1957; Zbl 0086.353)]. They are also maximum likelihood providing the missing-data mechanism is ignorable, in D. B. Rubin’s [ibid. 69, 467-474 (1974; Zbl 0291.62036)] sense that the mechanism depends only on observed data.
A new class of pattern-mixture models is described for the situation where missingness is assumed to depend on an arbitrary unspecified function of a linear combination of the two variables. Maximum likelihood for models in this class is straightforward, and yields the estimates of Anderson when missingness depends solely on the completely observed variable, and the estimates of C. H. Brown [Biometrics 46, No. 1, 143-155 (1990; Zbl 0718.62215)] when missingness depends solely on the incompletely observed variable. Another choice of linear combination yields estimates from complete-case analysis.
Large-sample and Bayesian methods are described for this model. The data do not supply information about the ratio of the coefficients of the linear combination that controls missingness. If this ratio is not well- determined based on prior knowledge, a prior distribution can be specified, and Bayesian inference is then readily accomplished. Alternatively, sensitivity of inferences can be displayed for a variety of choices of the ratio.

MSC:

62F10	Point estimation
62F12	Asymptotic properties of parametric estimators
62F15	Bayesian inference

Keywords:

imputation; missing values; monotone missing data; multiple imputation; nonrandom missing data; nonresponse; selection bias; maximum likelihood estimates; pattern-mixture models

Citations:

Zbl 0086.353; Zbl 0291.62036; Zbl 0718.62215