On the Performance of Sequential Regression Multiple Imputation Methods with Non Normal Error Distributions

DOI10.1080/03610910802677191MaRDI QIDQ3625355zbMATH OpenOpenAlexFDO

Authors Yulei He, Trivellore E. Raghunathan

Publication date 12 May 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802677191

zbMATH Keywords

extreme valuemultivariate missing datapredictive mean matchingresidualstablesTukey's g- and h-distribution

Mathematics Subject Classification ID

Parametric inference (62F99) Statistics of extreme values; tail inference (62G32) Linear regression; mixed models (62J05) Sequential statistical methods (62L99)

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Cites work

• A comparison of imputation techniques for handling missing predictor values in a risk model with a binary outcome
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• Fully conditional specification in multivariate imputation
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• Inference for imputation estimators
• Multiple Imputation for Model Checking: Completed‐Data Plots with Missing and Latent Data
• Multiple imputation of discrete and continuous data by fully conditional specification
• Multiple Imputation of Missing Income Data in the National Health Interview Survey
• Partially parametric techniques for multiple imputation
• Plausibility of multivariate normality assumption when multiply imputing non-Gaussian continuous outcomes: a simulation assessment
• Simulation driven inferences for multiply imputed longitudinal datasets*
• Some properties of the tukey g and h family of distributions

Cited in

(9)

• Multiple imputation of predictor variables using generalized additive models
• A numerical study of multiple imputation methods using nonparametric multivariate outlier identifiers and depth-based performance criteria with clinical laboratory data
• Multiple imputation using multivariate gh transformations
• Convergence properties of a sequential regression multiple imputation algorithm
• Plausibility of multivariate normality assumption when multiply imputing non-Gaussian continuous outcomes: a simulation assessment
• Theoretical considerations when simulating data from the g‐and‐h family of distributions
• Strategies for imputing missing covariates in accelerated failure time models
• A new multiple imputation method for bounded missing values
• Impact of non-normal random effects on inference by multiple imputation: a simulation assessment

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