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Pseudolikelihood estimation in a class of problems with response‐related missing covariates
Author(s) -
Joan HU X.,
Lawless Jerald F.
Publication year - 1997
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315727
Subject(s) - covariate , missing data , context (archaeology) , class (philosophy) , estimation , maximum likelihood , statistics , mathematics , computer science , sample size determination , variable (mathematics) , econometrics , artificial intelligence , engineering , geography , mathematical analysis , archaeology , systems engineering
Many practical situations involve a response variable Y and covariates X , where data on ( Y , X ) are incomplete for some portion of a sample of individuals. We consider two general types of pseudolikelihood estimation for problems in which missingness may be response‐related. These are typically simpler to implement than ordinary maximum likelihood, which in this context is semiparametric. Asymptotics for the pseudolikelihood methods are presented, and simulations conducted to investigate the methods for an important class of problems involving lifetime data. Our results indicate that for these problems the two methods are effective and comparable with respect to efficiency.