TEST

, Volume 20, Issue 3, pp 589–606 | Cite as

Sensitivity analysis for incomplete continuous data

  • Frederico Z. Poleto
  • Geert Molenberghs
  • Carlos Daniel Paulino
  • Julio M. Singer
Original Paper
  • 109 Downloads

Abstract

Models for missing data are necessarily based on untestable assumptions whose effect on the conclusions are usually assessed via sensitivity analysis. To avoid the usual normality assumption and/or hard-to-interpret sensitivity parameters proposed by many authors for such purposes, we consider a simple approach for estimating means, standard deviations and correlations. We do not make distributional assumptions and adopt a pattern-mixture model parameterization which has easily interpreted sensitivity parameters. We use the so-called estimated ignorance and uncertainty intervals to summarize the results and illustrate the proposal with a practical example. We present results for both the univariate and the multivariate cases.

Keywords

Identifiability Ignorance interval Missing data Pattern-mixture model Uncertainty interval 

Mathematics Subject Classification (2000)

62F10 62F03 

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Copyright information

© Sociedad de Estadística e Investigación Operativa 2010

Authors and Affiliations

  • Frederico Z. Poleto
    • 1
  • Geert Molenberghs
    • 2
    • 3
  • Carlos Daniel Paulino
    • 4
  • Julio M. Singer
    • 1
  1. 1.Instituto de Matemática e EstatísticaUniversidade de São PauloSão Paulo, SPBrazil
  2. 2.I-BioStat, Universiteit HasseltDiepenbeekBelgium
  3. 3.Katholieke Universiteit LeuvenLeuvenBelgium
  4. 4.Instituto Superior TécnicoUniversidade Técnica de Lisboa (and CEAUL-FCUL)LisboaPortugal

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