Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis

DOI10.1016/J.JMVA.2009.05.001MaRDI QIDQ842909zbMATHOpenAlexFDO

Authors Ke-Hai Yuan

Publication date 28 September 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2009.05.001

zbMATH Keywords

consistencyestimating equationfactor analysissandwich-type covariance matrixasymptotic biasnot missing at random

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Applications of statistics to psychology (62P15)

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Cited in

(14)

• Asymptotic inference with incomplete data
• On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data
• Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables
• M-estimation with incomplete and dependent multivariate data
• Some applications of the analysis of multivariate normal data with missing observations
• Consistency of normal-distribution-based pseudo maximum likelihood estimates when data are missing at random
• Examining missing data mechanisms via homogeneity of parameters, homogeneity of distributions, and multivariate normality
• Identifying variables responsible for data not missing at random
• Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
• Missing data mechanisms and homogeneity of means and variances-covariances
• Pairwise likelihood estimation for confirmatory factor analysis models with categorical variables and data that are missing at random
• Effect of violation of the normal assumption on MI and ML estimators in the analysis of incomplete data
• Asymptotic bias of normal-distribution-based maximum likelihood estimates of moderation effects with data missing at random
• Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data

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