A nonparametric approach to weighted estimating equations for regression analysis with missing covariates

  • Authors:
  • An Creemers;Marc Aerts;Niel Hens;Geert Molenberghs

  • Affiliations:
  • I-Biostat, Universiteit Hasselt, B-3590 Diepenbeek, Belgium;I-Biostat, Universiteit Hasselt, B-3590 Diepenbeek, Belgium;I-Biostat, Universiteit Hasselt, B-3590 Diepenbeek, Belgium and Centre for Health Economics Research and Modeling Infectious Diseases (CHERMID), Centre for the Evaluation of Vaccination (WHO Colla ...;I-Biostat, Universiteit Hasselt, B-3590 Diepenbeek, Belgium and I-Biostat, Katholieke Universiteit Leuven, B-3000 Leuven, Belgium

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2012

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Abstract

Missing data often occur in regression analysis. Imputation, weighting, direct likelihood, and Bayesian inference are typical approaches for missing data analysis. The focus is on missing covariate data, a common complication in the analysis of sample surveys and clinical trials. A key quantity when applying weighted estimators is the mean score contribution of observations with missing covariate(s), conditional on the observed covariates. This mean score can be estimated parametrically or nonparametrically by its empirical average using the complete case data in case of repeated values of the observed covariates, typically assuming categorical or categorized covariates. A nonparametric kernel based estimator is proposed for this mean score, allowing the full exploitation of the continuous nature of the covariates. The performance of the kernel based method is compared to that of a complete case analysis, inverse probability weighting, doubly robust estimators and multiple imputation, through simulations.