非单调缺失和测量误差下的线性增量法

Linear Increments with Non‐monotone Missing Data and Measurement Error

Scandinavian Journal of Statistics · 2016
被引 5
ABS 3

中文导读

本文研究了线性增量法在非单调缺失数据和独立测量误差下的适用性,发现两者不能同时处理,并比较了多元正态模型在更弱假设下的一致性。

Abstract

Linear increments (LI) are used to analyse repeated outcome data with missing values. Previously, two LI methods have been proposed, one allowing non-monotone missingness but not independent measurement error and one allowing independent measurement error but only monotone missingness. In both, it was suggested that the expected increment could depend on current outcome. We show that LI can allow non-monotone missingness and either independent measurement error of unknown variance or dependence of expected increment on current outcome but not both. A popular alternative to LI is a multivariate normal model ignoring the missingness pattern. This gives consistent estimation when data are normally distributed and missing at random (MAR). We clarify the relation between MAR and the assumptions of LI and show that for continuous outcomes multivariate normal estimators are also consistent under (non-MAR and non-normal) assumptions not much stronger than those of LI. Moreover, when missingness is non-monotone, they are typically more efficient.

缺失数据测量误差计量经济学应用数学统计学