An Index of Local Sensitivity to Nonignorability for a Pseudolikelihood Method |
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Authors: | Fang Zhu Gong Tang |
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Institution: | 1. Fox Chase Cancer Center , Philadelphia , Pennsylvania , USA fang.zhu@gmail.com;3. Department of Biostatistics, Graduate School of Public Health , University of Pittsburgh , Pittsburgh , Pennsylvania , USA |
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Abstract: | For regression analysis of data with non response, sensitivity analysis is usually recommended. An index of local sensitivity to non ignorability (ISNI) (Troxel et al., 2004
Troxel , A. B. ,
Ma , G. , Heitjan , D. F. (2004). An index of local sensitivity to nonignorability. Statistica Sinica 14:1221–1237.Web of Science ®] , Google Scholar]) was derived to detect the sensitivity of maximum likelihood estimates to small departures from ignorability. However, ISNI requires specification of a parametric model for the missing-data mechanism. In this article, a local sensitivity index for a pseudolikelihood (PL) method that does not require specification of the mechanism is proposed. For bivariate data (x, y), when the non response mechanism is an arbitrary function of x + λy, this new index is defined as the first derivative of the PL estimate with respect to λ at λ = 0. The closed form was derived for normal regression data when the density function of the predictor x approximated by a kernel estimator in the PL method. The utility of this new local sensitivity index was illustrated through application on one dataset. |
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Keywords: | Missing data Pseudolikelihood Sensitivity analysis |
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