Overview of Approaches for Missing Data
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Spatial Duration Data for the Spatial Re- Gression Context
Missing Data In Spatial Regression 1 Frederick J. Boehmke Emily U. Schilling University of Iowa Washington University Jude C. Hays University of Pittsburgh July 15, 2015 Paper prepared for presentation at the Society for Political Methodology Summer Conference, University of Rochester, July 23-25, 2015. 1Corresponding author: [email protected] or [email protected]. We are grateful for funding provided by the University of Iowa Department of Political Science. Com- ments from Michael Kellermann, Walter Mebane, and Vera Troeger greatly appreciated. Abstract We discuss problems with missing data in the context of spatial regression. Even when data are MCAR or MAR based solely on exogenous factors, estimates from a spatial re- gression with listwise deletion can be biased, unlike for standard estimators with inde- pendent observations. Further, common solutions for missing data such as multiple im- putation appear to exacerbate the problem rather than fix it. We propose a solution for addressing this problem by extending previous work including the EM approach devel- oped in Hays, Schilling and Boehmke (2015). Our EM approach iterates between imputing the unobserved values and estimating the spatial regression model using these imputed values. We explore the performance of these alternatives in the face of varying amounts of missing data via Monte Carlo simulation and compare it to the performance of spatial regression with listwise deletion and a benchmark model with no missing data. 1 Introduction Political science data are messy. Subsets of the data may be missing; survey respondents may not answer all of the questions, economic data may only be available for a subset of countries, and voting records are not always complete. -
A Simple Censored Median Regression Estimator
Statistica Sinica 16(2006), 1043-1058 A SIMPLE CENSORED MEDIAN REGRESSION ESTIMATOR Lingzhi Zhou The Hong Kong University of Science and Technology Abstract: Ying, Jung and Wei (1995) proposed an estimation procedure for the censored median regression model that regresses the median of the survival time, or its transform, on the covariates. The procedure requires solving complicated nonlinear equations and thus can be very difficult to implement in practice, es- pecially when there are multiple covariates. Moreover, the asymptotic covariance matrix of the estimator involves the density of the errors that cannot be esti- mated reliably. In this paper, we propose a new estimator for the censored median regression model. Our estimation procedure involves solving some convex min- imization problems and can be easily implemented through linear programming (Koenker and D'Orey (1987)). In addition, a resampling method is presented for estimating the covariance matrix of the new estimator. Numerical studies indi- cate the superiority of the finite sample performance of our estimator over that in Ying, Jung and Wei (1995). Key words and phrases: Censoring, convexity, LAD, resampling. 1. Introduction The accelerated failure time (AFT) model, which relates the logarithm of the survival time to covariates, is an attractive alternative to the popular Cox (1972) proportional hazards model due to its ease of interpretation. The model assumes that the failure time T , or some monotonic transformation of it, is linearly related to the covariate vector Z 0 Ti = β0Zi + "i; i = 1; : : : ; n: (1.1) Under censoring, we only observe Yi = min(Ti; Ci), where Ci are censoring times, and Ti and Ci are independent conditional on Zi. -
Missing Data Module 1: Introduction, Overview
Missing Data Module 1: Introduction, overview Roderick Little and Trivellore Raghunathan Course Outline 9:00-10:00 Module 1 Introduction and overview 10:00-10:30 Module 2 Complete-case analysis, including weighting methods 10:30-10:45 Break 10:45-12:00 Module 3 Imputation, multiple imputation 1:30-2:00 Module 4 A little likelihood theory 2:00-3:00 Module 5 Computational methods/software 3:00-3:30 Module 6: Nonignorable models Module 1:Introduction and Overview Module 1: Introduction and Overview • Missing data defined, patterns and mechanisms • Analysis strategies – Properties of a good method – complete-case analysis – imputation, and multiple imputation – analysis of the incomplete data matrix – historical overview • Examples of missing data problems Module 1:Introduction and Overview Module 1: Introduction and Overview • Missing data defined, patterns and mechanisms • Analysis strategies – Properties of a good method – complete-case analysis – imputation, and multiple imputation – analysis of the incomplete data matrix – historical overview • Examples of missing data problems Module 1:Introduction and Overview Missing data defined variables If filled in, meaningful for cases analysis? • Always assume missingness hides a meaningful value for analysis • Examples: – Missing data from missed clinical visit( √) – No-show for a preventive intervention (?) – In a longitudinal study of blood pressure medications: • losses to follow-up ( √) • deaths ( x) Module 1:Introduction and Overview Patterns of Missing Data • Some methods work for a general -
HST 190: Introduction to Biostatistics
HST 190: Introduction to Biostatistics Lecture 8: Analysis of time-to-event data 1 HST 190: Intro to Biostatistics • Survival analysis is studied on its own because survival data has features that distinguish it from other types of data. • Nonetheless, our tour of survival analysis will visit all of the topics we have learned so far: § Estimation § One-sample inference § Two-sample inference § Regression 2 HST 190: Intro to Biostatistics Survival analysis • Survival analysis is the area of statistics that deals with time-to- event data. • Despite the name, “survival” analysis isn’t only for analyzing time until death. § It deals with any situation where the quantity of interest is amount of time until study subject experiences some relevant endpoint. • The terms “failure” and “event” are used interchangeably for the endpoint of interest • For example, say researchers record time from diagnosis to death (in months) for a sample of patients diagnosed with laryngeal cancer. § How would you summarize the survival of laryngeal cancer patients? 3 HST 190: Intro to Biostatistics • A simple idea is to report the mean or median survival time § However, sample mean is not robust to outliers, meaning small increases the mean don’t show if everyone lived a little bit longer or whether a few people lived a lot longer. § The median is also just a single summary measure. • If considering your own prognosis, you’d want to know more! • Another simple idea: report survival rate at � years § How to choose cutoff time �? § Also, just a single summary measure—graphs show same 5-year rate 4 HST 190: Intro to Biostatistics • Summary measures such as means and proportions are highly useful for concisely describing data. -
Coping with Missing Data in Randomized Controlled Trials
EVALUATION TECHNICAL ASSISTANCE BRIEF for OAH & ACYF Teenage Pregnancy Prevention Grantees May 2013 • Brief 3 Coping with Missing Data in Randomized Controlled Trials issing data in randomized controlled trials (RCTs) can respondents3 if there are no systematic differences between Mlead to biased impact estimates and a loss of statistical respondents in the treatment group and respondents in the power. In this brief we describe strategies for coping with control group. However, if respondents in the treatment group missing data in RCTs.1 Specifically, we discuss strategies to: are systematically different from respondents in the control group, then the impact we calculate for respondents lacks ● Describe the extent and nature of missing data. We suggest causal validity. We call the difference between the calculated ways to provide a clear and accurate accounting of the extent impact for respondents and the true impact for respondents and nature of missing outcome data. This will increase the “causal validity bias.” This type of bias is the focus of the transparency and credibility of the study, help with interpret- evidence review of teen pregnancy prevention programs ing findings, and also help to select an approach for addressing (Mathematica Policy Research and Child Trends 2012). missing data in impact analyses. We suggest conducting descriptive analyses designed to assess ● Address missing data in impact analyses. Missing outcome the potential for both types of bias in an RCT. or baseline data pose mechanical and substantive problems when conducting impact analyses. The mechanical problem With regard to generalizability, we suggest conducting two is that mathematical operations cannot be performed on analyses. -
Monte Carlo Likelihood Inference for Missing Data Models
MONTE CARLO LIKELIHOOD INFERENCE FOR MISSING DATA MODELS By Yun Ju Sung and Charles J. Geyer University of Washington and University of Minnesota Abbreviated title: Monte Carlo Likelihood Asymptotics We describe a Monte Carlo method to approximate the maximum likeli- hood estimate (MLE), when there are missing data and the observed data likelihood is not available in closed form. This method uses simulated missing data that are independent and identically distributed and independent of the observed data. Our Monte Carlo approximation to the MLE is a consistent and asymptotically normal estimate of the minimizer ¤ of the Kullback- Leibler information, as both a Monte Carlo sample size and an observed data sample size go to in¯nity simultaneously. Plug-in estimates of the asymptotic variance are provided for constructing con¯dence regions for ¤. We give Logit-Normal generalized linear mixed model examples, calculated using an R package that we wrote. AMS 2000 subject classi¯cations. Primary 62F12; secondary 65C05. Key words and phrases. Asymptotic theory, Monte Carlo, maximum likelihood, generalized linear mixed model, empirical process, model misspeci¯cation 1 1. Introduction. Missing data (Little and Rubin, 2002) either arise naturally|data that might have been observed are missing|or are intentionally chosen|a model includes random variables that are not observable (called latent variables or random e®ects). A mixture of normals or a generalized linear mixed model (GLMM) is an example of the latter. In either case, a model is speci¯ed for the complete data (x; y), where x is missing and y is observed, by their joint den- sity f(x; y), also called the complete data likelihood (when considered as a function of ). -
Missing Data
4 Missing Data Paul D. Allison INTRODUCTION they have spent a great deal time, money and effort in collecting. And so, many methods for Missing data are ubiquitous in psychological ‘salvaging’ the cases with missing data have research. By missing data, I mean data that become popular. are missing for some (but not all) variables For a very long time, however, missing and for some (but not all) cases. If data are data could be described as the ‘dirty little missing on a variable for all cases, then that secret’ of statistics. Although nearly everyone variable is said to be latent or unobserved. had missing data and needed to deal with On the other hand, if data are missing on the problem in some way, there was almost all variables for some cases, we have what nothing in the textbook literature to pro- is known as unit non-response, as opposed vide either theoretical or practical guidance. to item non-response which is another name Although the reasons for this reticence are for the subject of this chapter. I will not deal unclear, I suspect it was because none of the with methods for latent variables or unit non- popular methods had any solid mathematical response here, although some of the methods foundation. As it turns out, all of the most we will consider can be adapted to those commonly used methods for handling missing situations. data have serious deficiencies. Why are missing data a problem? Because Fortunately, the situation has changed conventional statistical methods and software dramatically in recent years. -
Linear Regression with Type I Interval- and Left-Censored Response Data
Environmental and Ecological Statistics 10, 221±230, 2003 Linear regression with Type I interval- and left-censored response data MARY LOU THOMPSON1,2 and KERRIE P. NELSON2 1Department of Biostatistics, Box 357232, University of Washington, Seattle, WA98195, USA 2National Research Center for Statistics and the Environment, University of Washington E-mail: [email protected] Received April2001; Revised November 2001 Laboratory analyses in a variety of contexts may result in left- and interval-censored measurements. We develop and evaluate a maximum likelihood approach to linear regression analysis in this setting and compare this approach to commonly used simple substitution methods. We explore via simulation the impact on bias and power of censoring fraction and sample size in a range of settings. The maximum likelihood approach represents only a moderate increase in power, but we show that the bias in substitution estimates may be substantial. Keywords: environmental data, laboratory analysis, maximum likelihood 1352-8505 # 2003 Kluwer Academic Publishers 1. Introduction The statisticalpractices of chemists are designed to protect against mis-identifying a sample compound and falsely reporting a detectable concentration. In environmental assessment, trace amounts of contaminants of concern are thus often reported by the laboratory as ``non-detects'' or ``trace'', in which case the data may be left- and interval- censored respectively. Samples below the ``non-detect'' threshold have contaminant levels which are regarded as being below the limits of detection and ``trace'' samples have levels that are above the limit of detection, but below the quanti®able limit. The type of censoring encountered in this setting is called Type I censoring: the censoring thresholds (``non-detect'' or ``trace'') are ®xed and the number of censored observations is random. -
Parameter Estimation in Stochastic Volatility Models with Missing Data Using Particle Methods and the Em Algorithm
PARAMETER ESTIMATION IN STOCHASTIC VOLATILITY MODELS WITH MISSING DATA USING PARTICLE METHODS AND THE EM ALGORITHM by Jeongeun Kim BS, Seoul National University, 1998 MS, Seoul National University, 2000 Submitted to the Graduate Faculty of the Department of Statistics in partial fulfillment of the requirements for the degree of Doctor of Philosophy University of Pittsburgh 2005 UNIVERSITY OF PITTSBURGH DEPARTMENT OF STATISTICS This dissertation was presented by Jeongeun Kim It was defended on April 22, 2005 and approved by David S. Stoffer, Professor Ori Rosen, Professor Wesley Thompson, Professor Anthony Brockwell, Professor Dissertation Director: David S. Stoffer, Professor ii Copyright c by Jeongeun Kim 2005 iii PARAMETER ESTIMATION IN STOCHASTIC VOLATILITY MODELS WITH MISSING DATA USING PARTICLE METHODS AND THE EM ALGORITHM Jeongeun Kim, PhD University of Pittsburgh, 2005 The main concern of financial time series analysis is how to forecast future values of financial variables, based on all available information. One of the special features of financial variables, such as stock prices and exchange rates, is that they show changes in volatility, or variance, over time. Several statistical models have been suggested to explain volatility in data, and among them Stochastic Volatility models or SV models have been commonly and successfully used. Another feature of financial variables I want to consider is the existence of several missing data. For example, there is no stock price data available for regular holidays, such as Christmas, Thanksgiving, and so on. Furthermore, even though the chance is small, stretches of data may not available for many reasons. I believe that if this feature is brought into the model, it will produce more precise results. -
Statistical Methods for Censored and Missing Data in Survival and Longitudinal Analysis
University of Pennsylvania ScholarlyCommons Publicly Accessible Penn Dissertations 2019 Statistical Methods For Censored And Missing Data In Survival And Longitudinal Analysis Leah Helene Suttner University of Pennsylvania, [email protected] Follow this and additional works at: https://repository.upenn.edu/edissertations Part of the Biostatistics Commons Recommended Citation Suttner, Leah Helene, "Statistical Methods For Censored And Missing Data In Survival And Longitudinal Analysis" (2019). Publicly Accessible Penn Dissertations. 3520. https://repository.upenn.edu/edissertations/3520 This paper is posted at ScholarlyCommons. https://repository.upenn.edu/edissertations/3520 For more information, please contact [email protected]. Statistical Methods For Censored And Missing Data In Survival And Longitudinal Analysis Abstract Missing or incomplete data is a nearly ubiquitous problem in biomedical research studies. If the incomplete data are not appropriately addressed, it can lead to biased, inefficient estimation that can impact the conclusions of the study. Many methods for dealing with missing or incomplete data rely on parametric assumptions that can be difficult or impossibleo t verify. Here we propose semiparametric and nonparametric methods to deal with data in longitudinal studies that are missing or incomplete by design of the study. We apply these methods to data from Parkinson's disease dementia studies. First, we propose a quantitative procedure for designing appropriate follow-up schedules in time-to-event studies to address the problem of interval-censored data at the study design stage. We propose a method for generating proportional hazards data with an unadjusted survival similar to that of historical data. Using this data generation process we conduct simulations to evaluate the bias in estimating hazard ratios using Cox regression models under various follow-up schedules to guide the selection of follow-up frequency. -
Common Misunderstandings of Survival Time Analysis
Common Misunderstandings of Survival Time Analysis Milensu Shanyinde Centre for Statistics in Medicine University of Oxford 2nd April 2012 C S M Outline . Introduction . Essential features of the Kaplan-Meier survival curves . Median survival times . Median follow-up times . Forest plots to present outcomes by subgroups C S M Introduction . Survival data is common in cancer clinical trials . Survival analysis methods are necessary for such data . Primary endpoints are considered to be time until an event of interest occurs . Some evidence to indicate inconsistencies or insufficient information in presenting survival data . Poor presentation could lead to misinterpretation of the data C S M 3 . Paper by DG Altman et al (1995) . Systematic review of appropriateness and presentation of survival analyses in clinical oncology journals . Assessed; - Description of data analysed (length and quality of follow-up) - Graphical presentation C S M 4 . Cohort sample size 132, paper publishing survival analysis . Results; - 48% did not include summary of follow-up time - Median follow-up was frequently presented (58%) but method used to compute it was rarely specified (31%) Graphical presentation; - 95% used the K-M method to present survival curves - Censored observations were rarely marked (29%) - Number at risk presented (8%) C S M 5 . Paper by S Mathoulin-Pelissier et al (2008) . Systematic review of RCTs, evaluating the reporting of time to event end points in cancer trials . Assessed the reporting of; - Number of events and censoring information - Number of patients at risk - Effect size by median survival time or Hazard ratio - Summarising Follow-up C S M 6 . Cohort sample size 125 . -
Statistical Inference in Missing Data by MCMC And
I Takahashi, M 2017 Statistical Inference in Missing Data by MCMC and CODATA '$7$6&,(1&( S Non-MCMC Multiple Imputation Algorithms: Assessing the Effects of U -2851$/ Between-Imputation Iterations. Data Science Journal, 16: 37, pp. 1–17, DOI: https://doi.org/10.5334/dsj-2017-037 RESEARCH PAPER Statistical Inference in Missing Data by MCMC and Non-MCMC Multiple Imputation Algorithms: Assessing the Effects of Between-Imputation Iterations Masayoshi Takahashi IR Office, Tokyo University of Foreign Studies, Tokyo, JP [email protected] Incomplete data are ubiquitous in social sciences; as a consequence, available data are inefficient (ineffective) and often biased. In the literature, multiple imputation is known to be the standard method to handle missing data. While the theory of multiple imputation has been known for decades, the implementation is difficult due to the complicated nature of random draws from the posterior distribution. Thus, there are several computational algorithms in software: Data Augmentation (DA), Fully Conditional Specification (FCS), and Expectation-Maximization with Bootstrapping (EMB). Although the literature is full of comparisons between joint modeling (DA, EMB) and conditional modeling (FCS), little is known about the relative superiority between the MCMC algorithms (DA, FCS) and the non-MCMC algorithm (EMB), where MCMC stands for Markov chain Monte Carlo. Based on simulation experiments, the current study contends that EMB is a confidence proper (confidence-supporting) multiple imputation algorithm without between-imputation iterations; thus, EMB is more user-friendly than DA and FCS. Keywords: MCMC; Markov chain Monte Carlo; Incomplete data; Nonresponse; Joint modeling; Conditional modeling 1 Introduction Generally, it is quite difficult to obtain complete data in social surveys (King et al.