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Pattern-Mixture Models for Multivariate Incomplete Data with Covariates

Roderick J. A. Little and Yongxiao Wang
Biometrics
Vol. 52, No. 1 (Mar., 1996), pp. 98-111
DOI: 10.2307/2533148
Stable URL: http://www.jstor.org/stable/2533148
Page Count: 14
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Pattern-Mixture Models for Multivariate Incomplete Data with Covariates
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Abstract

Pattern-mixture models stratify incomplete data by the pattern of missing values and formulate distinct models within each stratum. Pattern-mixture models are developed for analyzing a random sample on continuous variables y(1), y(2) when values of y(2) are nonrandomly missing. Methods for scalar y(1) and y(2) are here generalized to vector y(1) and y(2) with additional fixed covariates x. Parameters in these models are identified by alternative assumptions about the missing-data mechanism. Models may be underidentified (in which case additional assumptions are needed), just-identified, or overidentified. Maximum likelihood and Bayesian methods are developed for the latter two situations, using the EM and SEM algorithms, direct and iterative simulation methods. The methods are illustrated on a data set involving alternative dosage regimens for the treatment of schizophrenia using haloperidol and on a regression example. Sensitivity to alternative assumptions about the missing-data mechanism is assessed, and the new methods are compared with complete-case analysis and maximum likelihood for a probit selection model.

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