Consistency of Normal-Distribution-Based Pseudo Maximum Likelihood Estimates When Data Are Missing at Random
نویسندگان
چکیده
منابع مشابه
Application of pattern-mixture models to outcomes that are potentially missing not at random using pseudo maximum likelihood estimation.
In this work, we fit pattern-mixture models to data sets with responses that are potentially missing not at random (MNAR, Little and Rubin, 1987). In estimating the regression parameters that are identifiable, we use the pseudo maximum likelihood method based on exponential families. This procedure provides consistent estimators when the mean structure is correctly specified for each pattern, w...
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ژورنال
عنوان ژورنال: The American Statistician
سال: 2010
ISSN: 0003-1305,1537-2731
DOI: 10.1198/tast.2010.09203