Testing lattice conditional independence models based on monotone missing data

被引:3
|
作者
Wu, L
Perlman, MD
机构
[1] Harvard Univ, Sch Publ Hlth, Dept Biostat, Boston, MA 02115 USA
[2] Univ Washington, Dept Stat, Seattle, WA 98195 USA
关键词
likelihood ratio test; multivariate normal data; restricted maximum likelihood estimates;
D O I
10.1016/S0167-7152(00)00098-5
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
Lattice conditional independence (LCI) models (Anderson and Perlman, 1991. Statist. Probab. Lett. 12, 465-486; 1993 Ann. Statist. 21, 1318-1358) can be applied to the analysis of missing data problems with non-monotone missing patterns. Closed-form maximum likelihood estimates can always be obtained under the LCI models naturally determined by the observed data patterns. In practice, it is important to test the appropriateness of LCI models. In the present paper, we derive explicit likelihood ratio tests for testing LCI models based on a monotone subset of the observed data. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:193 / 201
页数:9
相关论文
共 50 条
  • [21] Conditional moment models with data missing at random
    Hristache, M.
    Patilea, V.
    BIOMETRIKA, 2017, 104 (03) : 735 - 742
  • [22] Monotone missing data and pattern-mixture models
    Molenberghs, G
    Michiels, B
    Kenward, MG
    Diggle, PJ
    STATISTICA NEERLANDICA, 1998, 52 (02) : 153 - 161
  • [23] LATTICE MODELS FOR CONDITIONAL-INDEPENDENCE IN A MULTIVARIATE NORMAL-DISTRIBUTION
    ANDERSSON, SA
    PERLMAN, MD
    ANNALS OF STATISTICS, 1993, 21 (03): : 1318 - 1358
  • [24] UNBIASEDNESS OF THE LIKELIHOOD RATIO TEST FOR LATTICE CONDITIONAL-INDEPENDENCE MODELS
    ANDERSSON, SA
    PERLMAN, MD
    JOURNAL OF MULTIVARIATE ANALYSIS, 1995, 53 (01) : 1 - 17
  • [25] DIAGNOSTIC TESTING IN MISSING DATA MODELS
    POIRIER, DJ
    RUUD, PA
    INTERNATIONAL ECONOMIC REVIEW, 1983, 24 (03) : 537 - 546
  • [26] Conditional Independence Testing with Heteroskedastic Data and Applications to Causal Discovery
    Guenther, Wiebke
    Ninad, Urmi
    Wahl, Jonas
    Runge, Jakob
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 35 (NEURIPS 2022), 2022,
  • [27] Testing Conditional Independence on Discrete Data using Stochastic Complexity
    Marx, Alexander
    Vreeken, Jilles
    22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, 2019, 89 : 496 - 505
  • [28] Testing conditional independence in casual inference for time series data
    Cai, Zongwu
    Fang, Ying
    Lin, Ming
    Tang, Shengfang
    STATISTICA NEERLANDICA, 2024, 78 (02) : 397 - 426
  • [29] Independence and conditional possibility for strictly monotone triangular norms
    Ferracuti, L
    Vantaggi, B
    INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, 2006, 21 (03) : 299 - 323
  • [30] TESTING CONDITIONAL INDEPENDENCE RESTRICTIONS
    Linton, Oliver
    Gozalo, Pedro
    ECONOMETRIC REVIEWS, 2014, 33 (5-6) : 523 - 552