Nonignorable Missing Responses Research Articles

Smoothed partially linear varying coefficient quantile regression with nonignorable missing response

Smoothed partially linear varying coefficient quantile regression with nonignorable missing response

Bayesian adaptive lasso quantile regression with non-ignorable missing responses

Bayesian adaptive lasso quantile regression with non-ignorable missing responses

Kernel machine in semiparametric regression with nonignorable missing responses

Kernel machine in semiparametric regression with nonignorable missing responses

Statistical inference for linear quantile regression with measurement error in covariates and nonignorable missing responses

Statistical inference for linear quantile regression with measurement error in covariates and nonignorable missing responses

Sampling Importance Resampling Algorithm with Nonignorable Missing Response Variable Based on Smoothed Quantile Regression

The presence of nonignorable missing response variables often leads to complex conditional distribution patterns that cannot be effectively captured through mean regression. In contrast, quantile regression offers valuable insights into the conditional distribution. Consequently, this article places emphasis on the quantile regression approach to address nonrandom missing data. Taking inspiration from fractional imputation, this paper proposes a novel smoothed quantile regression estimation equation based on a sampling importance resampling (SIR) algorithm instead of nonparametric kernel regression methods. Additionally, we present an augmented inverse probability weighting (AIPW) smoothed quantile regression estimation equation to reduce the influence of potential misspecification in a working model. The consistency and asymptotic normality of the empirical likelihood estimators corresponding to the above estimating equations are proven under the assumption of a correctly specified parameter working model. Furthermore, we demonstrate that the AIPW estimation equation converges to an IPW estimation equation when a parameter working model is misspecified, thus illustrating the robustness of the AIPW estimation approach. Through numerical simulations, we examine the finite sample properties of the proposed method when the working models are both correctly specified and misspecified. Furthermore, we apply the proposed method to analyze HIV—CD4 data, thereby exploring variations in treatment effects and the influence of other covariates across different quantiles.

Approximate methods for analyzing semiparametric longitudinal models with nonignorable missing responses

We often encounter missing data in longitudinal studies. When the missingness in longitudinal data is nonignorable, it is necessary to incorporate the missing data mechanism into the observed data likelihood function for a valid statistical inference. In this article, we propose and explore a novel semiparametric approach to estimating the regression parameters and variance components using a partially linear mixed model with nonignorable and nonmonotone missing responses. The finite sample properties of the proposed method are studied using Monte Carlo simulations, where our method is found to be very effective in capturing any curvilinear pattern in the mean response. The method is also illustrated using some actual longitudinal data obtained from a public health survey, referred to as the Health and Retirement Study (HRS).
 Journal of Statistical Research 2022, Vol. 56, No. 2, pp. 155-183

Regularized Mislevy-Wu Model for Handling Nonignorable Missing Item Responses

Missing item responses are frequently found in educational large-scale assessment studies. In this article, the Mislevy-Wu item response model is applied for handling nonignorable missing item responses. This model allows that the missingness of an item depends on the item itself and a further latent variable. However, with low to moderate amounts of missing item responses, model parameters for the missingness mechanism are difficult to estimate. Hence, regularized estimation using a fused ridge penalty is applied to the Mislevy-Wu model to stabilize estimation. The fused ridge penalty function is separately defined for multiple-choice and constructed response items because previous research indicated that the missingness mechanisms strongly differed for the two item types. In a simulation study, it turned out that regularized estimation improves the stability of item parameter estimation. The method is also illustrated using international data from the progress in international reading literacy study (PIRLS) 2011 data.

Bayesian Analysis of Tweedie Compound Poisson Partial Linear Mixed Models with Nonignorable Missing Response and Covariates

Under the Bayesian framework, this study proposes a Tweedie compound Poisson partial linear mixed model on the basis of Bayesian P-spline approximation to nonparametric function for longitudinal semicontinuous data in the presence of nonignorable missing covariates and responses. The logistic regression model is simultaneously used to specify the missing response and covariate mechanisms. A hybrid algorithm combining the Gibbs sampler and the Metropolis-Hastings algorithm is employed to produce the joint Bayesian estimates of unknown parameters and random effects as well as nonparametric function. Several simulation studies and a real example relating to the osteoarthritis initiative data are presented to illustrate the proposed methodologies.

Flexible modeling of multiple nonlinear longitudinal trajectories with censored and non-ignorable missing outcomes.

Multivariate nonlinear mixed-effects models (MNLMMs) have become a promising tool for analyzing multi-outcome longitudinal data following nonlinear trajectory patterns. However, such a classical analysis can be challenging due to censorship induced by detection limits of the quantification assay or non-response occurring when participants missed scheduled visits intermittently or discontinued participation. This article proposes an extension of the MNLMM approach, called the MNLMM-CM, by taking the censored and non-ignorable missing responses into account simultaneously. The non-ignorable missingness is described by the selection-modeling factorization to tackle the missing not at random mechanism. A Monte Carlo expectation conditional maximization algorithm coupled with the first-order Taylor approximation is developed for parameter estimation. The techniques for the calculation of standard errors of fixed effects, estimation of unobservable random effects, imputation of censored and missing responses and prediction of future values are also provided. The proposed methodology is motivated and illustrated by the analysis of a clinical HIV/AIDS dataset with censored RNA viral loads and the presence of missing CD4 and CD8 cell counts. The superiority of our method on the provision of more adequate estimation is validated by a simulation study.

Robust estimation for varying-coefficient partially nonlinear model with nonignorable missing response

<abstract><p>In this paper, we studied the robust estimation for the varying-coefficient partially nonlinear model based on modal regression with nonignorable missing response. First, an instrumental variable was used to handle the identifiability issue of parameters in the propensity score function, and a generalized method of moment was combined to obtain the consistent estimators. Second, inverse probability weighting and modal regression were adopted to construct the estimators of parameters and coefficient function in the model. Under some mild conditions, the asymptotic properties of the resulting estimators were established. Furthermore, simulation studies and a real example were carried out to illustrate the effectiveness of our proposed estimation procedures.</p></abstract>

Quantile regression for nonignorable missing data with its application of analyzing electronic medical records.

Over the past decade, there has been growing enthusiasm for using electronic medical records (EMRs) for biomedical research. Quantile regression estimates distributional associations, providing unique insights into the intricacies and heterogeneity of the EMR data. However, the widespread nonignorable missing observations in EMR often obscure the true associations and challenge its potential for robust biomedical discoveries. We propose a novel method to estimate the covariate effects in the presence of nonignorable missing responses under quantile regression. This method imposes no parametric specifications on response distributions, which subtly uses implicit distributions induced by the corresponding quantile regression models. We show that the proposed estimator is consistent and asymptotically normal. We also provide an efficient algorithm to obtain the proposed estimate and a randomly weighted bootstrap approach for statistical inferences. Numerical studies, including an empirical analysis of real-world EMR data, are used to assess the proposed method's finite-sample performance compared to existingliterature.

Bayesian Adaptive Lasso for Regression Models with Nonignorable Missing Responses

The main purpose of this article is to develop a Bayesian adaptive lasso procedure for analyzing linear regression models with nonignorable missing responses, in which the missingness mechanism is specified by a logistic regression model. A sampling procedure combining the Gibbs sampler and Metropolis‐Hastings algorithm is employed to obtain the Bayesian estimates of the regression coefficients, shrinkage coefficients, missingness mechanism models parameters, and their standard errors. We extend the partial posterior predictive p value for goodness‐of‐fit statistic to investigate the plausibility of the posited model. Finally, several simulation studies and the air pollution data example are undertaken to demonstrate the newly developed methodologies.

Smoothed partially linear quantile regression with nonignorable missing response

Smoothed partially linear quantile regression with nonignorable missing response

A Bayesian algorithm based on auxiliary variables for estimating GRM with non-ignorable missing data

In this paper, a highly effective Bayesian sampling algorithm based on auxiliary variables is used to estimate the graded response model with non-ignorable missing response data. Compared with the traditional marginal likelihood method and other Bayesian algorithms, the advantages of the new algorithm are discussed in detail. Based on the Markov Chain Monte Carlo samples from the posterior distributions, the deviance information criterion and the logarithm of the pseudomarignal likelihood are employed to compare the different missing mechanism models. Two simulation studies are conducted and a detailed analysis of the sexual compulsivity scale data is carried out to further illustrate the proposed methodology.

Examining Nonnormal Latent Variable Distributions for Non-Ignorable Missing Data.

Missing not at random (MNAR) modeling for non-ignorable missing responses usually assumes that the latent variable distribution is a bivariate normal distribution. Such an assumption is rarely verified and often employed as a standard in practice. Recent studies for "complete" item responses (i.e., no missing data) have shown that ignoring the nonnormal distribution of a unidimensional latent variable, especially skewed or bimodal, can yield biased estimates and misleading conclusion. However, dealing with the bivariate nonnormal latent variable distribution with present MNAR data has not been looked into. This article proposes to extend unidimensional empirical histogram and Davidian curve methods to simultaneously deal with nonnormal latent variable distribution and MNAR data. A simulation study is carried out to demonstrate the consequence of ignoring bivariate nonnormal distribution on parameter estimates, followed by an empirical analysis of "don't know" item responses. The results presented in this article show that examining the assumption of bivariate nonnormal latent variable distribution should be considered as a routine for MNAR data to minimize the impact of nonnormality on parameter estimates.

Bayesian algorithm based on auxiliary variables for estimating item response theory models with non-ignorable missing response data

Missing responses generally exist in educational and psychological assessments. The statistical inference will lead to serious deviation if the missing responses are not properly modeled in the framework of non-ignorable missing mechanism. In this current study, it is studied whether the different missing mechanism (ignorable missing and non-ignorable missing) models are appropriate to analyze the missing response data from the perspective of parameter estimation and model assessment. In addition, a highly effective Bayesian sampling algorithm based on auxiliary variables is used to estimate the complex models. Compared with the traditional marginal likelihood method and other Bayesian algorithms, the advantages of the new algorithm are discussed in detail. Based on the Markov Chain Monte carlo samples from the posterior distributions, the deviance information criterion (DIC) and the logarithm of the pseudomarignal likelihood (LPML) are employed to compare the different missing mechanism models. Four simulation studies are conducted and a detailed analysis of PISA science data is carried out to further illustrate the proposed methodology.

Identifiability and estimation of two-sample data with nonignorable missing response

Nonignorable missing data presents a great challenge in statistical applications, since the observed likelihood is not identifiable without any further restrictions. In this paper, we make inference about the differences between the corresponding parameters of two independent samples with nonignorable missing renponse. To address the identifiability issue, we consider a parametric propensity model and utilize group label information as an instrument. Two-step generalized method of moments is applied to estimate the parameters of the propensity based on the instrumental estimating equations, and then population parameters are estimated based on the inverse probability weighting with the estimated propensity. The asymptotic properties of the resulting estimators are established. The finite-sample performance of the differences for the population means, distribution functions and quantiles is studied through simulations, and an application to Korean Labor and Income Panel Study (KLIPS) data set is also presented.

Pseudo likelihood‐based estimation and testing of missingness mechanism function in nonignorable missing data problems

AbstractIn nonignorable missing response problems, we study a semiparametric model with unspecified missingness mechanism model and a exponential family model for response conditional density. Even though existing methods are available to estimate the parameters in exponential family, estimation or testing of the missingness mechanism model nonparametrically remains to be an open problem. By defining a “synthesis" density involving the unknown missingness mechanism model and the known baseline “carrier" density in the exponential family model, we treat this “synthesis" density as a legitimate one with biased sampling version. We develop maximum pseudo likelihood estimation procedures and the resultant estimators are consistent and asymptotically normal. Since the “synthesis" cumulative distribution is a functional of the missingness mechanism model and the known carrier density, proposed method can be used to test the correctness of the missingness mechanism model nonparametrically andindirectly. Simulation studies and real example demonstrate the proposed methods perform very well.

Feature screening under missing indicator imputation with non-ignorable missing response

This article develops a model-free variable screening technique with the non-ignorable missing response in ultrahigh-dimensional data analysis. Based on the common logistic model assumption of the propensity function, a novel screening procedure is proposed by borrowing hidden information of missingness indicator such that any variable screening method for ultrahigh-dimensional covariates with full data can be applied to the non-ignorable missing response case. And it is shown that the sure screening property can be kept as long as the corresponding screening method for full data is of sure screening property. The finite sample performances of the proposed method are demonstrated via some simulations and analysis of functional neuroimaging data.

Empirical likelihood for nonlinear regression models with nonignorable missing responses

AbstractThis article develops three empirical likelihood (EL) approaches to estimate parameters in nonlinear regression models in the presence of nonignorable missing responses. These are based on the inverse probability weighted (IPW) method, the augmented IPW (AIPW) method and the imputation technique. A logistic regression model is adopted to specify the propensity score. Maximum likelihood estimation is used to estimate parameters in the propensity score by combining the idea of importance sampling and imputing estimating equations. Under some regularity conditions, we obtain the asymptotic properties of the maximum EL estimators of these unknown parameters. Simulation studies are conducted to investigate the finite sample performance of our proposed estimation procedures. Empirical results provide evidence that the AIPW procedure exhibits better performance than the other two procedures. Data from a survey conducted in 2002 are used to illustrate the proposed estimation procedure. The Canadian Journal of Statistics 48: 386–416; 2020 © 2020 Statistical Society of Canada