A Bayesian hybrid method for the analysis of generalized linear models with missing-not-at-random covariates

Date

2024-01-01

Author

Ciftci, Sezgin
Kalaylıoğlu Akyıldız, Zeynep Işıl

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Missing data handling is one of the main problems in modelling, particularly if the missingness is of type missing-not-at-random (MNAR) where missingness occurs due to the actual value of the observation. The focus of the current article is generalized linear modelling of fully observed binary response variables depending on at least one MNAR covariate. For the traditional analysis of such models, an individual model for the probability of missingness is assumed and incorporated in the model framework. However, this probability model is untestable, as the missingness of MNAR data depend on their actual values that would have been observed otherwise. In this article, we consider creating a model space that consist of all possible and plausible models for probability of missingness and develop a hybrid method in which a reversible jump Markov chain Monte Carlo (RJMCMC) algorithm is combined with Bayesian Model Averaging (BMA). RJMCMC is adopted to obtain posterior estimates of model parameters as well as probability of each model in the model space. BMA is used to synthesize coefficient estimates from all models in the model space while accounting for model uncertainties. Through a validation study with a simulated data set and a real data application, the performance of the proposed methodology is found to be satisfactory in accuracy and efficiency of estimates.

Subject Keywords

Bayesian model averaging, Missing-not-at-random, reversible jump Monte Carlo Markov chain

URI

https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85205589593&origin=inward
https://hdl.handle.net/11511/111792

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Department of Statistics, Article