Ren Chunfeng, Shin Yongyun
Department of Biostatistics, Virginia Commonwealth University, Richmond, VA, 23219, U.S.A..
Department of Biostatistics, Virginia Commonwealth University, Richmond, VA, 23219, U.S.A.
Stat Med. 2016 Nov 20;35(26):4729-4745. doi: 10.1002/sim.7022. Epub 2016 Jul 4.
In this paper, we analyze a two-level latent variable model for longitudinal data from the National Growth and Health Study where surrogate outcomes or biomarkers and covariates are subject to missingness at any of the levels. A conventional method for efficient handling of missing data is to re-express the desired model as a joint distribution of variables, including the biomarkers, that are subject to missingness conditional on all of the covariates that are completely observed, and estimate the joint model by maximum likelihood, which is then transformed to the desired model. The joint model, however, identifies more parameters than desired, in general. We show that the over-identified joint model produces biased estimation of the latent variable model and describe how to impose constraints on the joint model so that it has a one-to-one correspondence with the desired model for unbiased estimation. The constrained joint model handles missing data efficiently under the assumption of ignorable missing data and is estimated by a modified application of the expectation-maximization algorithm. Copyright © 2016 John Wiley & Sons, Ltd.
在本文中,我们分析了一个用于国家成长与健康研究纵向数据的两级潜变量模型,其中替代结局或生物标志物以及协变量在任何一个层面都可能存在缺失。一种有效处理缺失数据的传统方法是将所需模型重新表示为变量的联合分布,这些变量包括生物标志物,它们在所有完全观测到的协变量的条件下存在缺失,然后通过最大似然估计联合模型,再将其转换为所需模型。然而,一般来说,联合模型识别出的参数比所需的更多。我们表明,过度识别的联合模型会对潜变量模型产生有偏估计,并描述了如何对联合模型施加约束,使其与所需模型具有一一对应关系,以便进行无偏估计。在可忽略缺失数据的假设下,约束联合模型能有效处理缺失数据,并通过对期望最大化算法的修改应用进行估计。版权所有© 2016约翰威立父子有限公司。