缺失数据统计分析，第三版，462页pdf

地址：

https://www.wiley.com/en-us/Statistical+Analysis+with+Missing+Data%2C+3rd+Edition-p-9780470526798

近几十年来，数据缺失的问题引起了广泛关注。这个新版本由两个公认的专家在这个问题上提供了一个最新的实用方法处理缺失数据问题。将理论与应用相结合，作者Roderick Little和Donald Rubin回顾了该主题的历史方法，并描述了缺失值的多元分析的简单方法。然后，他们提供了一个连贯的理论来分析基于概率的问题，这些概率来自于数据的统计模型和缺失数据的机制，然后他们将该理论应用到广泛的重要缺失数据的问题。

统计分析与缺失的数据，第三版开始给读者介绍缺失数据和解决它的方法。它查看创建丢失数据的模式和机制，以及丢失数据的分类。然后，在讨论完整案例分析和可用案例分析(包括加权方法)之前，对实验中缺失的数据进行检查。新版本扩大了它的覆盖面，包括最近的工作，如不响应抽样调查，因果推理，诊断方法，灵敏度分析，在许多其他主题。

• 一个更新的“经典”由著名的权威写的主题

• 超过150个练习(包括许多新的)

• 介绍了最近的一些重要方法的研究工作，如多重归算、加权的稳健替代方法和贝叶斯方法

• 根据过去的学生反馈和课堂经验修改以前的主题

• 包含一个更新和扩展的书目

2017年，国际统计研究所(International Statistical Institute)将卡尔·皮尔森奖(Karl Pearson Prize)授予了这两位作者，以表彰他们对统计理论、方法或应用产生深远影响的研究贡献。

第三版统计分析缺失的数据，是一个理想的教科书，为本科高年级和/或刚开始研究生水平的学科学生。它也是一个优秀的信息来源，为应用统计学家和在政府行业的从业人员提供参考。

TABLE OF CONTENTS

Preface to the Third Edition xi

Part I Overview and Basic Approaches 1

1 Introduction 3

1.1 The Problem of Missing Data 3

1.2 Missingness Patterns and Mechanisms 8

1.3 Mechanisms That Lead to Missing Data 13

1.4 A Taxonomy of Missing Data Methods 23

2 Missing Data in Experiments 29

2.1 Introduction 29

2.2 The Exact Least Squares Solution with Complete Data 30

2.3 The Correct Least Squares Analysis with Missing Data 32

2.4 Filling in Least Squares Estimates 33

2.4.1 Yates’s Method 33

2.4.2 Using a Formula for the Missing Values 34

2.4.3 Iterating to Find the Missing Values 34

2.4.4 ANCOVA with Missing Value Covariates 35

2.5 Bartlett’s ANCOVA Method 35

2.5.1 Useful Properties of Bartlett’s Method 35

2.5.2 Notation 36

2.5.3 The ANCOVA Estimates of Parameters and Missing Y-Values 36

2.5.4 ANCOVA Estimates of the Residual Sums of Squares and the Covariance Matrix of 𝛽̂ 37

2.6 Least Squares Estimates of Missing Values by ANCOVA Using Only Complete-Data Methods 38

2.7 Correct Least Squares Estimates of Standard Errors and One Degree of Freedom Sums of Squares 40

2.8 Correct Least-Squares Sums of Squares with More Than One Degree of Freedom 42

3 Complete-Case and Available-Case Analysis, Including Weighting Methods 47

3.1 Introduction 47

3.2 Complete-Case Analysis 47

3.3 Weighted Complete-Case Analysis 50

3.3.1 Weighting Adjustments 50

3.3.2 Poststratification and Raking to Known Margins 58

3.3.3 Inference from Weighted Data 60

3.3.4 Summary of Weighting Methods 61

3.4 Available-Case Analysis 61

4 Single Imputation Methods 67

4.1 Introduction 67

4.2 Imputing Means from a Predictive Distribution 69

4.2.1 Unconditional Mean Imputation 69

4.2.2 Conditional Mean Imputation 70

4.3 Imputing Draws from a Predictive Distribution 73

4.3.1 Draws Based on Explicit Models 73

4.3.2 Draws Based on Implicit Models – Hot Deck Methods 76

4.4 Conclusion 81

5 Accounting for Uncertainty from Missing Data 85

5.1 Introduction 85

5.2 Imputation Methods that Provide Valid Standard Errors from a Single Filled-in Data Set 86

5.3 Standard Errors for Imputed Data by Resampling 90

5.3.1 Bootstrap Standard Errors 90

5.3.2 Jackknife Standard Errors 92

5.4 Introduction to Multiple Imputation 95

5.5 Comparison of Resampling Methods and Multiple Imputation 100

Part II Likelihood-Based Approaches to the Analysis of Data with Missing Values 107

6 Theory of Inference Based on the Likelihood Function 109

6.1 Review of Likelihood-Based Estimation for Complete Data 109

6.1.1 Maximum Likelihood Estimation 109

6.1.2 Inference Based on the Likelihood 118

6.1.3 Large Sample Maximum Likelihood and Bayes Inference 119

6.1.4 Bayes Inference Based on the Full Posterior Distribution 126

6.1.5 Simulating Posterior Distributions 130

6.2 Likelihood-Based Inference with Incomplete Data 132

6.3 A Generally Flawed Alternative to Maximum Likelihood: Maximizing over the Parameters and the Missing Data 141

6.3.1 The Method 141

6.3.2 Background 142

6.3.3 Examples 143

6.4 Likelihood Theory for Coarsened Data 145

7 Factored Likelihood Methods When the Missingness Mechanism Is Ignorable 151

7.1 Introduction 151

7.2 Bivariate Normal Data with One Variable Subject to Missingness: ML Estimation 153

7.2.1 ML Estimates 153

7.2.2 Large-Sample Covariance Matrix 157

7.3 Bivariate Normal Monotone Data: Small-Sample Inference 158

7.4 Monotone Missingness with More Than Two Variables 161

7.4.1 Multivariate Data with One Normal Variable Subject to Missingness 161

7.4.2 The Factored Likelihood for a General Monotone Pattern 162

7.4.3 ML Computation for Monotone Normal Data via the Sweep Operator 166

7.4.4 Bayes Computation forMonotone Normal Data via the Sweep Operator 174

7.5 Factored Likelihoods for Special Nonmonotone Patterns 175

8 Maximum Likelihood for General Patterns of Missing Data: Introduction and Theory with Ignorable Nonresponse 185

8.1 Alternative Computational Strategies 185

8.2 Introduction to the EM Algorithm 187

8.3 The E Step and The M Step of EM 188

8.4 Theory of the EM Algorithm 193

8.4.1 Convergence Properties of EM 193

8.4.2 EM for Exponential Families 196

8.4.3 Rate of Convergence of EM 198

8.5 Extensions of EM 200

8.5.1 The ECM Algorithm 200

8.5.2 The ECME and AECM Algorithms 205

8.5.3 The PX-EM Algorithm 206

8.6 Hybrid Maximization Methods 208

9 Large-Sample Inference Based on Maximum Likelihood Estimates 213

9.1 Standard Errors Based on The Information Matrix 213

9.2 Standard Errors via Other Methods 214

9.2.1 The Supplemented EM Algorithm 214

9.2.2 Bootstrapping the Observed Data 219

9.2.3 Other Large-Sample Methods 220

9.2.4 Posterior Standard Errors from Bayesian Methods 221

10 Bayes and Multiple Imputation 223

10.1 Bayesian Iterative Simulation Methods 223

10.1.1 Data Augmentation 223

10.1.2 The Gibbs’ Sampler 226

10.1.3 Assessing Convergence of Iterative Simulations 230

10.1.4 Some Other Simulation Methods 231

10.2 Multiple Imputation 232

10.2.1 Large-Sample Bayesian Approximations of the Posterior Mean and Variance Based on a Small Number of Draws 232

10.2.2 Approximations Using Test Statistics or p-Values 235

10.2.3 Other Methods for Creating Multiple Imputations 238

10.2.4 Chained-Equation Multiple Imputation 241

10.2.5 Using Different Models for Imputation and Analysis 243

Part III Likelihood-Based Approaches to the Analysis of Incomplete Data: Some Examples 247

11 Multivariate Normal Examples, Ignoring the Missingness Mechanism 249

11.1 Introduction 249

11.2 Inference for a Mean Vector and Covariance Matrix with Missing Data Under Normality 249

11.2.1 The EM Algorithm for Incomplete Multivariate Normal Samples 250

11.2.2 Estimated Asymptotic Covariance Matrix of 𝜃 252

11.2.3 Bayes Inference and Multiple Imputation for the Normal Model 253

11.3 The Normal Model with a Restricted Covariance Matrix 257

11.4 Multiple Linear Regression 264

11.4.1 Linear Regression with Missingness Confined to the Dependent Variable 264

11.4.2 More General Linear Regression Problems with Missing Data 266

11.5 A General Repeated-Measures Model with Missing Data 269

11.6 Time Series Models 273

11.6.1 Introduction 273

11.6.2 Autoregressive Models for Univariate Time Series with Missing Values 273

11.6.3 Kalman Filter Models 276

11.7 Measurement Error Formulated as Missing Data 277

12 Models for Robust Estimation 285

12.1 Introduction 285

12.2 Reducing the Influence of Outliers by Replacing the Normal Distribution by a Longer-Tailed Distribution 286

12.2.1 Estimation for a Univariate Sample 286

12.2.2 Robust Estimation of the Mean and Covariance Matrix with Complete Data 288

12.2.3 Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values 290

12.2.4 Adaptive Robust Multivariate Estimation 291

12.2.5 Bayes Inference for the t Model 292

12.2.6 Further Extensions of the t Model 294

12.3 Penalized Spline of Propensity Prediction 298

13 Models for Partially Classified Contingency Tables, Ignoring the Missingness Mechanism 301

13.1 Introduction 301

13.2 Factored Likelihoods for Monotone Multinomial Data 302

13.2.1 Introduction 302

13.2.2 ML and Bayes for Monotone Patterns 303

13.2.3 Precision of Estimation 312

13.3 ML and Bayes Estimation for Multinomial Samples with General Patterns of Missingness 313

13.4 Loglinear Models for Partially Classified Contingency Tables 317

13.4.1 The Complete-Data Case 317

13.4.2 Loglinear Models for Partially Classified Tables 320

13.4.3 Goodness-of-Fit Tests for Partially Classified Data 326

14 Mixed Normal and Nonnormal Data with Missing Values, Ignoring the Missingness Mechanism 329

14.1 Introduction 329

14.2 The General Location Model 329

14.2.1 The Complete-DataModel and Parameter Estimates 329

14.2.2 ML Estimation with Missing Values 331

14.2.3 Details of the E Step Calculations 334

14.2.4 Bayes’ Computation for the Unrestricted General Location Model 335

14.3 The General Location Model with Parameter Constraints 337

14.3.1 Introduction 337

14.3.2 Restricted Models for the Cell Means 340

14.3.3 LoglinearModels for the Cell Probabilities 340

14.3.4 Modifications to the Algorithms of Previous Sections to Accommodate Parameter Restrictions 340

14.3.5 SimplificationsWhen Categorical Variables are More Observed than Continuous Variables 343

14.4 Regression Problems InvolvingMixtures of Continuous and Categorical Variables 344

14.4.1 Normal Linear Regression with Missing Continuous or Categorical Covariates 344

14.4.2 Logistic Regression with Missing Continuous or Categorical Covariates 346

14.5 Further Extensions of the General Location Model 347

15 Missing Not at RandomModels 351

15.1 Introduction 351

15.2 Models with Known MNAR Missingness Mechanisms: Grouped and Rounded Data 355

15.3 Normal Models for MNAR Missing Data 362

15.3.1 Normal Selection and Pattern-Mixture Models for Univariate Missingness 362

15.3.2 Following up a Subsample of Nonrespondents 364

15.3.3 The Bayesian Approach 366

15.3.4 Imposing Restrictions on Model Parameters 369

15.3.5 Sensitivity Analysis 376

15.3.6 Subsample Ignorable Likelihood for Regression with Missing Data 379

15.4 Other Models and Methods for MNAR Missing Data 382

15.4.1 MNAR Models for Repeated-Measures Data 382

15.4.2 MNAR Models for Categorical Data 385

15.4.3 Sensitivity Analyses for Chained-Equation Multiple Imputations 391

15.4.4 Sensitivity Analyses in Pharmaceutical Applications 396

References 405

Author Index 429

Subject Index 437

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