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题目： Score test for missing at random or not

报告人：刘玉坤  教授 （华东师范大学统计学院）

时间：2021年6月26日上午 10：30-11：30

地点：教二楼627

Abstract: Missing data are frequently encountered in various disciplines and can be divided into three categories: missing completely at random (MCAR), missing at random (MAR) and missing not at random (MNAR). Valid statistical approaches to missing data depend crucially on correct identi_cation of the underlying missingness mechanism. Although the problem of testing whether this mechanism is MCAR or MAR has been extensively studied, there has been very little research on testing MAR versus MNAR. A critical challenge that is faced when dealing with this problem is the issue of model identi_cation under MNAR. In this paper, under a logistic model for the missing probability, we develop two score tests for the problem of whether the missingness mechanism is MAR or MNAR under a parametric model and a semiparametric location model on the regression function. The score tests require only parameter estimation under the null MAR assumption, which completely circumvents the identi_cation issue. Our simulations and analysis of human immunode_ciency virus data show that the score tests have well-controlled type I errors and desirable powers.

联系人： 胡涛

主办单位：77779193永利官网 交叉科学研究院   北京应用统计学会

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