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Maximum likelihood estimation from incomplete data

 

作者: R. O. Okafor,  

 

期刊: Journal of Applied Statistics  (Taylor Available online 1987)
卷期: Volume 14, issue 1  

页码: 23-33

 

ISSN:0266-4763

 

年代: 1987

 

DOI:10.1080/02664768700000003

 

出版商: Carfax Publishing Company

 

数据来源: Taylor

 

摘要:

SUMMARY Y is a linear regression on a variable X; X is fixed and all its sample values are observed. Y, on the other hand, has some sample values missing. This work outlines a maximum likelihood (ml) procedure that tries to adjust for bias due to non-random missingness; here non-randomness is specified by a logistic distribution. The ml procedure is implemented via two iterative technologies, namely the EM algorithm (of Dempster, Laird & Rubin, 1977) and the Newton-Raphson method. Data from a dialysis study are used to illustrate our estimation procedure, and results show that the ml procedure is quite effective in adjusting for bias.

 

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