A method for increasing the robustness of multiple imputation
AbstractMissing data are common wherever statistical methods are applied in practice. They present a problem in that they require that additional assumptions be made about the mechanism leading to the incompleteness of the data. By incorporating two models for the missing data process, doubly robust (DR) weighting-based methods offer some protection against misspecification bias since inferences are valid when at least one of the two models is correctly specified. The balance between robustness, efficiency and analytical complexity is one which is difficult to strike, resulting in a split between the likelihood and multiple imputation (MI) school on one hand and the weighting and DR school on the other. An extension of MI is proposed that, in certain settings, can be shown to give rise to DR estimators. It is conjectured that this additional robustness holds more generally, as demonstrated using simulation studies. The method is applied to data from the RECORD study, a clinical trial comparing anti-glycaemic combination therapies in type II diabetes patients.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 56 (2012)
Issue (Month): 6 ()
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Web page: http://www.elsevier.com/locate/csda
Doubly robust estimation; Missing data; Multiple imputation;
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- Creemers, An & Aerts, Marc & Hens, Niel & Molenberghs, Geert, 2012. "A nonparametric approach to weighted estimating equations for regression analysis with missing covariates," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 100-113, January.
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- Stijn Vansteelandt & Andrea Rotnitzky & James Robins, 2007. "Estimation of Regression Models for the Mean of Repeated Outcomes Under Nonignorable Nonmonotone Nonresponse," Biometrika, Biometrika Trust, vol. 94(4), pages 841-860.
- Zhiqiang Tan, 2010. "Bounded, efficient and doubly robust estimation with inverse weighting," Biometrika, Biometrika Trust, vol. 97(3), pages 661-682.
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