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Integrated exclusive hypothesis test for response missing at random

Author

Listed:
  • Qiyue Huang
  • Ji’an Lei
  • Fupeng Chen
  • Xingwei Tong

Abstract

This study presents a novel method with its computational scheme for testing the exclusive hypothesis in regression models with missing responses under the missing at random (MAR) mechanism. The proposed integrated exclusive hypothesis test addresses the challenge of testing whether a response variable is associated with at most one or multiple factors among a set of predictors, based on the inverse probability weighted (IPW) estimation and the -2-loss-difference test statistics, which are combined to form an integrated decision criterion. The asymptotic properties are established, showing high theoretical and computational efficiency. Numerical experiments demonstrate the validation and robustness of the proposed methodology. As an application, the proposed test is used on an AIDS clinical dataset collected from AIDS Clinical Trials Group Protocol 175.

Suggested Citation

  • Qiyue Huang & Ji’an Lei & Fupeng Chen & Xingwei Tong, 2025. "Integrated exclusive hypothesis test for response missing at random," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 54(21), pages 6950-6965, November.
  • Handle: RePEc:taf:lstaxx:v:54:y:2025:i:21:p:6950-6965
    DOI: 10.1080/03610926.2025.2464088
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