JOURNAL ARTICLE

Likelihood methods for regression models with expensive variables missing by design

Yang Zhao, Jerald F Lawless, Donald L McLeish
Biometrical Journal. Biometrische Zeitschrift 2009, 51 (1): 123-36
19197954
In some applications involving regression the values of certain variables are missing by design for some individuals. For example, in two-stage studies (Zhao and Lipsitz, 1992), data on "cheaper" variables are collected on a random sample of individuals in stage I, and then "expensive" variables are measured for a subsample of these in stage II. So the "expensive" variables are missing by design at stage I. Both estimating function and likelihood methods have been proposed for cases where either covariates or responses are missing. We extend the semiparametric maximum likelihood (SPML) method for missing covariate problems (e.g. Chen, 2004; Ibrahim et al., 2005; Zhang and Rockette, 2005, 2007) to deal with more general cases where covariates and/or responses are missing by design, and show that profile likelihood ratio tests and interval estimation are easily implemented. Simulation studies are provided to examine the performance of the likelihood methods and to compare their efficiencies with estimating function methods for problems involving (a) a missing covariate and (b) a missing response variable. We illustrate the ease of implementation of SPML and demonstrate its high efficiency.

Full Text Links

Find Full Text Links for this Article

Discussion

You are not logged in. Sign Up or Log In to join the discussion.

Related Papers

Remove bar
Read by QxMD icon Read
19197954
×

Save your favorite articles in one place with a free QxMD account.

×

Search Tips

Use Boolean operators: AND/OR

diabetic AND foot
diabetes OR diabetic

Exclude a word using the 'minus' sign

Virchow -triad

Use Parentheses

water AND (cup OR glass)

Add an asterisk (*) at end of a word to include word stems

Neuro* will search for Neurology, Neuroscientist, Neurological, and so on

Use quotes to search for an exact phrase

"primary prevention of cancer"
(heart or cardiac or cardio*) AND arrest -"American Heart Association"