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Regression With Missing X's: A Review

文献名称 Regression With Missing X's: A Review
文献作者 Roderick J. A. Little
作者所在单位 Professor, Department of Biomathematics, UCLA School of Medicine, Los Angeles
文献分类 已发表文献
学科一级分类 统计
学科二级分类 统计学
文献摘要 The literature of regression analysis with missing values of the independent variables is reviewed. Six
classes of procedures are distinguished: complete case analysis, available case methods, least squares on
imputed data, maximum likelihood, Bayesian methods, and multiple imputation. Methods are compared and
illustrated when missing data are confined to one independent variable, and extensions to more general
patterns are indicated. Attention is paid to the performance of methods when the missing data are not
missing completely at random. Least squares methods that fill in missing X's using only data on the X's are
contrasted with likelihood- based methods that use data on the X's and Y. The latter approach is preferred
and provides methods for elaboration of the basic normal linear regression model. It is suggested that more
widely distributed software is needed that advances beyond complete-case analysis, available-case analysis,
and naiveimputation methods. Bayesian simulation methods and multiple imputation are reviewed; these
provide fruitful avenues for future research.
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关键字 Bayesian inference; Imputation; Incomplete data; Multiple imputation
发表所在刊物(或来源) Journal of the American Statistical Association, Vol. 87, No. 420 (Dec., 1992), pp. 1227-1237
发表时间 Dec., 1992
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油皮皮
油皮皮发表于:2011-4-22 23:42
写的非常好。下来看看。
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