Bayesian semiparametric models for nonignorable missing mechanisms in generalized linear models

Date

2013-08-01

Author

Kalaylıoğlu Akyıldız, Zeynep Işıl

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Semiparametric models provide a more flexible form for modeling the relationship between the response and the explanatory variables. On the other hand in the literature of modeling for the missing variables, canonical form of the probability of the variable being missing (p) is modeled taking a fully parametric approach. Here we consider a regression spline based semiparametric approach to model the missingness mechanism of nonignorably missing covariates. In this model the relationship between the suitable canonical form of p (e.g. probit p) and the missing covariate is modeled through several splines. A Bayesian procedure is developed to efficiently estimate the parameters. A computationally advantageous prior construction is proposed for the parameters of the semiparametric part. A WinBUGS code is constructed to apply Gibbs sampling to obtain the posterior distributions. We show through an extensive Monte Carlo simulation experiment that response model coefficent estimators maintain better (when the true missingness mechanism is nonlinear) or equivalent (when the true missingness mechanism is linear) bias and efficiency properties with the use of proposed semiparametric missingness model compared to the conventional model.

Subject Keywords

Statistics, Probability and Uncertainty, Statistics and Probability

URI

https://hdl.handle.net/11511/48373

Journal

JOURNAL OF APPLIED STATISTICS

DOI

https://doi.org/10.1080/02664763.2013.794329

Collections

Department of Statistics, Article

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Citation Formats

Z. I. Kalaylıoğlu Akyıldız, “Bayesian semiparametric models for nonignorable missing mechanisms in generalized linear models,” JOURNAL OF APPLIED STATISTICS, pp. 1746–1763, 2013, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/48373.