An index of local sensitivity to nonignorability

Andrea B. Troxel, Guoguang Ma, Daniel F. Heitjan

Research output: Contribution to journalArticle

83 Citations (Scopus)

Abstract

Standard methods of analysis can give misleading results when some observations are nonignorably missing. Analysts currently assess nonignorability by performing sensitivity analyses using models with and without a nonignorable component. Because this approach can involve complicated modeling and arduous computation, and can yield results that are highly sensitive to untestable model assumptions, there is a need for a simple screening tool that measures the potential impact of nonignorability on an analysis. We propose a measure based on a Taylor-series approximation to the nonignorable likelihood, evaluated at the parameter estimates under the assumption of ignorability. From this approximate likelihood, we derive an index of sensitivity to nonignorability, or ISNI. One can compute ISNI without estimating a nonignorable model or positing specific values of a nonignorability parameter. We interpret ISNI in terms of an intuitive parameter that captures the extent of sensitivity. We derive a general expression for ISNI in the generalized linear model with fully observed predictors and potentially missing outcomes. We illustrate the method with two regression examples.

Original languageEnglish (US)
Pages (from-to)1221-1237
Number of pages17
JournalStatistica Sinica
Volume14
Issue number4
StatePublished - Oct 1 2004

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Likelihood
Ignorability
Taylor series
Generalized Linear Model
Screening
Intuitive
Predictors
Regression
Model
Approximation
Modeling
Estimate
Standards
Observation
Analysts
Generalized linear model

Keywords

  • Ignorability
  • Missing at random
  • Missing data
  • Sensitivity analysis

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

Cite this

An index of local sensitivity to nonignorability. / Troxel, Andrea B.; Ma, Guoguang; Heitjan, Daniel F.

In: Statistica Sinica, Vol. 14, No. 4, 01.10.2004, p. 1221-1237.

Research output: Contribution to journalArticle

Troxel, AB, Ma, G & Heitjan, DF 2004, 'An index of local sensitivity to nonignorability', Statistica Sinica, vol. 14, no. 4, pp. 1221-1237.
Troxel, Andrea B. ; Ma, Guoguang ; Heitjan, Daniel F. / An index of local sensitivity to nonignorability. In: Statistica Sinica. 2004 ; Vol. 14, No. 4. pp. 1221-1237.
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