Analysis of Incomplete Data with Nonignorable Missing Values

  • 발행 : 2002.10.31

초록

In the case of "nonignorable missing data", it is necessary to assume a model dealing with the missing on each situations. In this article, for example, we sometimes meet situations where data set are income amounts in a survey of individuals and assume a model as the values are the larger, a missing data probability is the higher. The method is to maximize using the EM(Expectation and Maximization) algorithm based on the (missing data) mechanism that creates missing data of the case of exponential distribution. The method started from any initial values, and converged in a few iterations. We changed the missing data probability and the artificial data size to show the estimated accuracy. Then we discuss the properties of estimates.

키워드

참고문헌

  1. Journal of Royal Statistical Society v.B39 Maximum likehood from incomplete data via the EM algorithm Dempster, A. P.;Laird, N. M.;Rubin, D. B.
  2. Analysis of Experiments with Missing Data Dodge, Y.
  3. Probability and Statistical Inference (4th Edition) Hogg, R. V.;Tanis, E. A.
  4. Statistical Analysis with Missing Data Little, R. J. A.;Rubin, D. B.
  5. The EM Algorithm and Extensions McLachlan, G. J.;Krishnan, T.