A nonparametric approach to weighted estimating equations for regression analysis with missing covariates

An Creemers, Marc Aerts, Niel Hens and Geert Molenberghs

Computational Statistics & Data Analysis, 2012, vol. 56, issue 1, 100-113

Abstract: Missing data often occur in regression analysis. Imputation, weighting, direct likelihood, and Bayesian inference are typical approaches for missing data analysis. The focus is on missing covariate data, a common complication in the analysis of sample surveys and clinical trials. A key quantity when applying weighted estimators is the mean score contribution of observations with missing covariate(s), conditional on the observed covariates. This mean score can be estimated parametrically or nonparametrically by its empirical average using the complete case data in case of repeated values of the observed covariates, typically assuming categorical or categorized covariates. A nonparametric kernel based estimator is proposed for this mean score, allowing the full exploitation of the continuous nature of the covariates. The performance of the kernel based method is compared to that of a complete case analysis, inverse probability weighting, doubly robust estimators and multiple imputation, through simulations.

Keywords: Missing; covariates; Weighted; estimating; equations; Doubly; robustness; Mean; score; estimation; Kernel; weights (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:1:p:100-113

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