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PubMed · 10474151

Non-ignorable missing covariates in generalized linear models.

S R Lipsitz·J G Ibrahim·M H Chen·H Peterson
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Abstract

We propose a likelihood method for estimating parameters in generalized linear models with missing covariates and a non-ignorable missing data mechanism. In this paper, we focus on one missing covariate. We use a logistic model for the probability that the covariate is missing, and allow this probability to depend on the incomplete covariate. We allow the covariates, including the incomplete covariate, to be either categorical or continuous. We propose an EM algorithm in this case. For a missing categorical covariate, we derive a closed form expression for the E- and M-steps of the EM algorithm for obtaining the maximum likelihood estimates (MLEs). For a missing continuous covariate, we use a Monte Carlo version of the EM algorithm to obtain the MLEs via the Gibbs sampler. The methodology is illustrated using an example from a breast cancer clinical trial in which time to disease progression is the outcome, and the incomplete covariate is a quality of life physical well-being score taken after the start of therapy. This score may be missing because the patients are sicker, so this covariate could be non-ignorably missing.

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AlgorithmsBreast NeoplasmsClinical Trials as TopicData Interpretation, StatisticalDisease ProgressionDrug TherapyFemaleHumansLikelihood FunctionsLinear ModelsLogistic ModelsMonte Carlo MethodQuality of LifeComparative StudyJournal ArticleResearch Support, U.S. Gov't, P.H.S.

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S R Lipsitz, J G Ibrahim, M H Chen, H Peterson. Non-ignorable missing covariates in generalized linear models.. https://doi.org/10.1002/(sici)1097-0258(19990915%2F30)18%3A17%2F18%3C2435%3A%3Aaid-sim267%3E3.0.co%3B2-b

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