Lattice-ordered conditional independence models for missing data
Let \(x_ 1,\dots,x_ n\) be i.i.d. \(N_ p(\mu,\Sigma)\), \(\mu\) and (positive definite) \(\Sigma\) unknown, and let some of the components of one or more of the \(x_ j\) be missing. When the missing data pattern is monotone (= nested), an approach consists in reducing the problem to the analysis of several normal linear regression models by stepwise conditioning. For example, if \(p=3\) and observations are available only on the pairs of variables 1,2 and 1,3, the joint likelihood function \(f\) may be factored as \(f=f(1)f(2\mid 1)f(3\mid 1)\), which is equivalent to the conditional independence of 2 and 3 given \(1(2\amalg 3\mid 1)\). The authors state: ``When the missing data pattern is non-monotone, however, such analysis is impossible. It is shown that every missing data pattern naturally determines a set of lattice-ordered conditional independence restrictions which, when imposed upon the unknown covariance matrix \(\Sigma\), yields a factorization of the joint likelihood function as a product of (conditional) likelihood functions of normal linear regression models just as in the monotone case. From this factorization the maximum likelihood estimators of \(\mu\) and \(\Sigma\) (under the conditional independence restrictions) can be explicitly derived.
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- Testing lattice conditional independence models
- Efficiency of lattice conditional independence models for multinormal samples with non-monotone missing data
- Lattice models for conditional independence in a multivariate normal distribution
- On a problem of Andersson and Perlman
- Characterizing the Estimation of Parameters in Incomplete-Data Problems
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- Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
- Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
- Lattice conditional independence models for contingency tables with non-monotone missing data patterns
- Lattice models for conditional independence in a multivariate normal distribution
- On a problem of Andersson and Perlman
- Testing lattice conditional independence models based on monotone missing data.
- Testing lattice conditional independence models
- On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs
- Conditional independence models for seemingly unrelated regressions with incomplete data
- Statistical inference for location and scale of elliptically contoured models with monotone missing data
- The best equivariant estimator of the parameters in a conditional independent normal distribution with missing data
- Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
- Efficiency of lattice conditional independence models for multinormal samples with non-monotone missing data
- The factoring likelihood method for non-monotone missing data
- Prior-likelihood factorization and missing data
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
- Finite-sample inference with monotone incomplete multivariate normal data. I.
- Block-conditional missing at random models for missing data
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