A Pseudo‐Bayesian Shrinkage Approach to Regression with Missing Covariates
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Publication:4649075
DOI10.1111/j.1541-0420.2011.01718.xzbMath1272.62101OpenAlexW1963834107WikidataQ51479302 ScholiaQ51479302MaRDI QIDQ4649075
Nanhua Zhang, Roderick J. A. Little
Publication date: 19 November 2012
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/93673
Gibbs samplingvariable selectionshrinkagecomplete-case analysisdrop variables analysisnonignorable modeling
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Cites Work
- Tobit models: A survey
- Theory and inference for regression models with missing responses and covariates
- Bias correction in logistic regression with missing categorical covariates
- Subsample Ignorable Likelihood for Regression Analysis with Missing Data
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- Bayesian Variable Selection in Linear Regression
- Comparing Regressions When Some Predictor Values Are Missing
- Inference and missing data
- Missing Covariates in Generalized Linear Models When the Missing Data Mechanism is Non-ignorable
- A class of pattern-mixture models for normal incomplete data
- Pattern-Mixture Models for Multivariate Incomplete Data with Covariates
- Monte Carlo EM for Missing Covariates in Parametric Regression Models
- Pattern-Mixture Models for Multivariate Incomplete Data
- Bayesian Analysis for Generalized Linear Models with Nonignorably Missing Covariates
- Missing-Data Methods for Generalized Linear Models
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