Joint regression modeling for missing categorical covariates in generalized linear models

Luis Carlos Pérez-Ruiz and Gabriel Escarela

Journal of Applied Statistics, 2018, vol. 45, issue 15, 2741-2759

Abstract: Missing covariates data is a common issue in generalized linear models (GLMs). A model-based procedure arising from properly specifying joint models for both the partially observed covariates and the corresponding missing indicator variables represents a sound and flexible methodology, which lends itself to maximum likelihood estimation as the likelihood function is available in computable form. In this paper, a novel model-based methodology is proposed for the regression analysis of GLMs when the partially observed covariates are categorical. Pair-copula constructions are used as graphical tools in order to facilitate the specification of the high-dimensional probability distributions of the underlying missingness components. The model parameters are estimated by maximizing the weighted log-likelihood function by using an EM algorithm. In order to compare the performance of the proposed methodology with other well-established approaches, which include complete-cases and multiple imputation, several simulation experiments of Binomial, Poisson and Normal regressions are carried out under both missing at random and non-missing at random mechanisms scenarios. The methods are illustrated by modeling data from a stage III melanoma clinical trial. The results show that the methodology is rather robust and flexible, representing a competitive alternative to traditional techniques.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:45:y:2018:i:15:p:2741-2759

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DOI: 10.1080/02664763.2018.1438376

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