Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample

Autor:	Takahiro Nishiyama, Masashi Hyodo, Nobumichi Shutoh
Rok vydání:	2017
Předmět:	Statistics and Probability education.field_of_study 05 social sciences Population Monte Carlo method 050401 social sciences methods Multivariate normal distribution Missing data 01 natural sciences 010104 statistics & probability Monotone polygon 0504 sociology Sample size determination Likelihood-ratio test Statistics 0101 mathematics Statistics Probability and Uncertainty education Type I and type II errors Mathematics
Zdroj:	Statistica Neerlandica. 71:184-199
ISSN:	1467-9574 0039-0402
Popis:	Assuming that two-step monotone missing data is drawn from a multivariate normal population, this paper derives the Bartlett-type correction to the likelihood ratio test for missing completely at random (MCAR), which plays an important role in the statistical analysis of incomplete datasets. The advantages of our approach are confirmed in Monte Carlo simulations. Our correction drastically improved the accuracy of the type I error in Little's (1988, Journal of the American Statistical Association, 83, 1198–1202) test for MCAR and performed well even on moderate sample sizes.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cd2d6f308cb0a4b3919bcbc82c8d8d52 https://doi.org/10.1111/stan.12106 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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