Statistical inference for nonignorable missing-data problems: a selective review
From MaRDI portal
Publication:5879962
DOI10.1080/24754269.2018.1522481OpenAlexW2895618549MaRDI QIDQ5879962FDOQ5879962
Authors: Yuanyuan Ju, N. S. Tang
Publication date: 7 March 2023
Published in: Statistical Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/24754269.2018.1522481
model selectionmissing dataBayesian methodexpectation-maximisation algorithmempirical likelihood methodlocal influence analysis
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Model-free feature screening for ultrahigh-dimensional data
- Estimating the dimension of a model
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- Random-Effects Models for Longitudinal Data
- Maximum likelihood estimation via the ECM algorithm: A general framework
- The Calculation of Posterior Distributions by Data Augmentation
- Inference and missing data
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature screening via distance correlation learning
- Title not available (Why is that?)
- A Generalization of Sampling Without Replacement From a Finite Universe
- Empirical likelihood
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Empirical likelihood ratio confidence intervals for a single functional
- Title not available (Why is that?)
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Title not available (Why is that?)
- Model selection criteria for missing-data problems using the EM algorithm
- Monte Carlo sampling methods using Markov chains and their applications
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Missing Data in Longitudinal Studies
- Equation of state calculations by fast computing machines
- Empirical likelihood for estimating equations with missing values
- On the adaptive elastic net with a diverging number of parameters
- Title not available (Why is that?)
- Detection of Influential Observation in Linear Regression
- Conformal Normal Curvature and Assessment of Local Influence
- Nonparametric Estimation of Mean Functionals with Data Missing at Random
- Local Influence in Linear Mixed Models
- Missing-Data Methods for Generalized Linear Models
- Title not available (Why is that?)
- Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
- Missing responses in generalized linear mixed models when the missing data mechanism is nonintegrable
- Penalized empirical likelihood and growing dimensional general estimating equations
- Bayesian influence analysis: a geometric approach
- Nonconcave penalized M-estimation with a diverging number of parameters
- Local Sensitivity of Inferences to Prior Marginals
- Bayesian sensitivity analysis of statistical models with missing data
- Assessment of locally influential observations in Bayesian models
- Profile-kernel likelihood inference with diverging number of parameters
- Robust rank correlation based screening
- Model selection for generalized estimating equations accommodating dropout missingness
- Partially linear models with missing response variables and error-prone covariates
- Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data
- Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling
- Multiple imputation in quantile regression
- Maximum-likelihood estimation and influence analysis in multivariate skew-normal reproductive dispersion mixed models for longitudinal data
- Fusion-refinement procedure for dimension reduction with missing response at random
- Empirical likelihood in missing data problems
- Empirical likelihood for linear models with missing responses
- Empirical likelihood-based inference in nonlinear regression models with missing responses at random
- Analysis of nonlinear structural equation models with nonignorable missing covariates and ordered categorical data
- A semiparametric estimation of mean functionals with nonignorable missing data
- Using calibration weighting to adjust for nonresponse under a plausible model
- Bayesian analysis of nonlinear structural equation models with nonignorable missing data
- Exponential family nonlinear models
- Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling
- Local influence analysis of nonlinear structural equation models
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Empirical likelihood inference for mean functionals with nonignorably missing response data
- Empirical likelihood confidence bands for distribution functions with missing responses
- Sensitivity analysis for nonrandom dropout: a local influence approach
- Local influence for generalized linear models with missing covariates
- A local influence approach applied to binary data from a psychiatric study
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- A propensity score adjustment method for regression models with nonignorable missing covariates
- Semiparametric inverse propensity weighting for nonignorable missing data
- Robust estimation of distribution functions and quantiles with non-ignorable missing data
- The sparse MLE for ultrahigh-dimensional feature screening
- An instrumental variable approach for identification and estimation with nonignorable nonresponse
- Empirical likelihood for estimating equations with nonignorably missing data
- Title not available (Why is that?)
- Sensitivity in Bayesian Statistics: The Prior and the Likelihood
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Score test variable screening
- Bayesian local influence analysis of general estimating equations with nonignorable missing data
- Estimation and variable selection in generalized partially nonlinear models with nonignorable missing responses
- Model selection of generalized estimating equations with multiply imputed longitudinal data
- Fully Bayesian inference under ignorable missingness in the presence of auxiliary covariates
- A flexible Bayesian approach to monotone missing data in longitudinal studies with nonignorable missingness with application to an acute schizophrenia clinical trial
- Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness
- How to make model-free feature screening approaches for full data applicable to the case of missing response?
- The E-MS algorithm: model selection with incomplete data
- Diagnostic measures for the Cox regression model with missing covariates
- Semiparametric fractional imputation using empirical likelihood in survey sampling
- Statistical methods for handling incomplete data
Cited In (11)
- Identifiability and estimation of two-sample data with nonignorable missing response
- Title not available (Why is that?)
- Problems generated by missing data in statistical practice
- Instability of inverse probability weighting methods and a remedy for nonignorable missing data
- Reweighting estimators for the transformation models with length-biased sampling data and missing covariates
- Statistical methods without estimating the missingness mechanism: a discussion of ‘statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju
- Score Test for Missing at Random or Not under Logistic Missingness Models
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Model checking for general linear regression with nonignorable missing response
- Identification and estimation of generalized additive partial linear models with nonignorable missing response
- FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA
Uses Software
This page was built for publication: Statistical inference for nonignorable missing-data problems: a selective review
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5879962)