On Inverse Probability Weighting for Nonmonotone Missing at Random Data

• 成果类型: Article
• 署名作者: Sun, BaoLuo; Tchetgen, Eric J. Tchetgen
• 署名单位: Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1080/01621459.2016.1256814
• 发表日期: 2018
• 页码: 369-379
• 关键词: GENERALIZED LINEAR-MODELS; multiple imputation; regression; outcomes; likelihood; responses

摘要

The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use only in monotone MAR settings. We propose a class of models for nonmonotone missing data mechanisms that spans the MAR model, while allowing the underlying full data law to remain unrestricted. For parametric specifications within the proposed class, we introduce an unconstrained maximum likelihood estimator for estimating the missing data probabilities which is easily implemented using existing software. To circumvent potential convergence issues with this procedure, we also introduce a constrained Bayesian approach to estimate the missing data process which is guaranteed to yield inferences that respect all model restrictions. The efficiency of standard IPW estimation is improved by incorporating information from incomplete cases through an augmented estimating equation which is optimal within a large class of estimating equations. We investigate the finite-sample properties of the proposed estimators in extensive simulations and illustrate the new methodology in an application evaluating key correlates of preterm delivery for infants born to HIV-infected mothers in Botswana, Africa. Supplementary materials for this article are available online.