EconPapers    
Economics at your fingertips  
 

Iterated imputation estimation for generalized linear models with missing response and covariate values

Fang Fang and Jun Shao

Computational Statistics & Data Analysis, 2016, vol. 103, issue C, 111-123

Abstract: A new approach named as the iterated imputation estimation is proposed for parameter estimation in generalized linear models with missing values in both response and covariates and data are missing at random. The proposed approach is much faster and easier to implement than the method of maximum likelihood or weighted estimating equation. It can be applied by directly using any existing software package for generalized linear models and treating the imputed values as observed in each iteration, which brings great convenience in programming. Theoretical results for the algorithm convergence of the iterated imputation estimation and the asymptotic distribution of the proposed estimator are obtained. Simulation studies and an illustrative example show that the iterated imputation estimation works quite well considering the trade-off between computational burden and estimation efficiency compared with the maximum likelihood estimation.

Keywords: Arbitrary missing pattern; Iteration convergence; Imputation; Maximum likelihood; Missing at random; Missing covariate (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016794731630086X
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:103:y:2016:i:c:p:111-123

DOI: 10.1016/j.csda.2016.04.010

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:csdana:v:103:y:2016:i:c:p:111-123