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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