Modeling dropouts by conditional distribution, a copula-based approach

被引：13

作者：

Kaeaerik, Ene ^{[1
]}

Kaeaerik, Meelis ^{[1
]}

机构：

[1] Univ Tartu, Inst Stat Math, EE-50090 Tartu, Estonia

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 11期

关键词：

Dropout; Gaussian copula; Imputation; Monotone missingness;

D O I：

10.1016/j.jspi.2009.05.020

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

in this paper the concept of copulas is implemented into the methodology for solving the imputation problem in correlated incomplete data. We use the Gaussian copula as alternative to the joint distribution for modeling the conditional distribution, conditioned by the observed values of measurements. The general formula for imputation and its application for compound symmetry correlation structure are given. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：3830 / 3835

页数：6

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