Handling Missing Data by Deleting Completely Observed Records
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Abstract:
When data are missing, analyzing records that are completely observed may cause bias or ineffciency. Existing approaches in handling missing data include likelihood, imputation and inverse probability weighting. In this paper, we propose three estimators inspired by deleting some completely observed data in regression setting. First, we generate artificial observation indicators that are independent of outcome given observed data and draw inferences conditioning on the artificial observation indicators. Second, we propose a closely related weighting method. The proposed weighting method has more stable weights than those of the inverse probability weighting method (Zhao and Lipsitz, 1992). Third, we improve the e±ciency of the proposed weighting estimator by subtracting the projection of the estimating function onto the nuisance tangent space. When data are missing completely at random, we show that the proposed estimators have asymptotic variances smaller than or equal to the variance of the estimator obtained from using completely observed records only. Asymptotic relative effciency computation and simulation studies indicate that the proposed weighting estimators are more e±cient than the inverse probability weighting estimators under wide range of practical situations especially when the missingness propor- tion is large.
Subject Area:
Statistical Theory and Methods
Suggested Citation:

Cuiling Wang and Myunghee Cho Paik, "Handling Missing Data by Deleting Completely Observed Records " (April 2006). Columbia University Biostatistics Technical Report Series. Working Paper 13.
http://biostats.bepress.com/columbiabiostat/papers/art13