多重填补1

1(MultipleImputation)MI.SASSASCORRCORR(imputation)(simpleimputation)20Rubin(multipleimputationMI)(18.1)211ˆ,ˆsq222ˆ,ˆsq2ˆ,ˆmmsq2ˆ,ˆsq18.11223MI1(missingnessmechanism)XobsXmisR=(R1R2Rn)Ri=1Xi()Ri0XiP(R|X)=P(R|XobsXmis)=P(R|f)(18.1)f(missingcompletelyatrandomMCAR)P(R|X)=P(R|Xobsf)(missingatrandomMAR)MARMI(nonignorableNI)3X1X2YYX1X2Y0.5YX1X2MCARX10YMARY0YNI2(missingnesspattern)npp×nXijk≥il≥jXkl(18.2)(monotonemissingnesspattern)23(arbitrarymissingnesspattern)MARXobsXmis,f(Xmis|Xobs)X(1)X(2)X(m)(predictivemeanmatchingPMM)(propensityscorePS)logistic(MarkovChainMonteCarloMCMC)1PMMPMMXiX1X2Xi-11122110]|[--++++=iiiXXXXEbbbbLß(18.2))ˆ,ˆ,ˆ,ˆ(ˆ1210-=ibbbbLßbb*esbbbb*1*12*21*1*0*+++++=--iiiXXXXL(18.3)18.3s*eXi*iXPMM*iX(regressionmethod)2PSXobsXmisPS(1)logistic1122110)(--++++=iiiXXXplogitbbbbL(18.4)18.4),,|0(121-==iiiXXXRPrpL))1/(()(pplogplogit-=(2)Xi)ˆ(iplogit(45)(3)Bootstrap(approximateBayesianBootstrapABB))(0niXn0Xi)(1niXn1Xi)(0niXn1)(1niX(4)Xmis3MCMCMCMC