Testing the mechanism of missing data

Denys Pommeret (1)

1 IML - Institut de mathématiques de Luminy

We consider the problem of missing data when the mechanism of missingness is not at random and when the partially observed vari- able has known or observed moments. A nonparametric estimator of the probability of missingness is proposed. A data driven statistic is constructed to test the missingness mechanism. Illustrations through univariate logistic regressions are presented: the method permits to estimate regression coe cients when the covariate is completely miss- ing for one response category. A test of signi cance is proposed for the coe cients. The performance of the method is investigated in a simulation study. An illustration is considered using a real data set.

Mots clés: data driven; missing not at random; logistic regression

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Denys Pommeret. Testing the mechanism of missing data. 2012. ⟨hal-00669339⟩