A Pseudo‐Bayesian Shrinkage Approach to Regression with Missing Covariates

DOI10.1111/j.1541-0420.2011.01718.xzbMath1272.62101WikidataQ51479302 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

zbMATH Keywords

Gibbs sampling; variable selection; shrinkage; complete-case analysis; drop variables analysis; nonignorable modeling

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

Related Items

Performances of Bayesian model selection criteria for generalized linear models with non-ignorably missing covariates

Uses Software

• MICE

Cites Work

• Tobit models: A survey
• Theory and inference for regression models with missing responses and covariates
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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