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Missing Data

Missing Data

  • Paul D. Allison - University of Pennsylvania, University of Pennsylvania, USA

October 2001 | 104 pages | SAGE Publications, Inc
Sooner or later anyone who does statistical analysis runs into problems with missing data in which information for some variables is missing for some cases.

Why is this a problem? Because most statistical methods presume that every case has information on all the variables to be included in the analysis. Using numerous examples and practical tips, this book offers a non-technical explanation of the standard methods for missing data (such as listwise or casewise deletion) as well as two newer (and, better) methods, maximum likelihood and multiple imputation. Anyone who has been relying on ad-hoc methods that are statistically inefficient or biased will find this book a welcome and accessible solution to their problems with handling missing data.

Series Editor's Introduction
1. Introduction
2. Assumptions
Missing Completely at Random

Missing at Random



3. Conventional Methods
Listwise Deletion

Pairwise Deletion

Dummy Variable Adjustment



4. Maximum Likelihood
Review of Maximum Likelihood

ML With Missing Data

Contingency Table Data

Linear Models With Normally Distributed Data

The EM Algorithm

EM Example

Direct ML

Direct ML Example


5. Multiple Imputation: Bascis
Single Random Imputation

Multiple Random Imputation

Allowing for Random Variation in the Parameter Estimates

Multiple Imputation Under the Multivariate Normal Model

Data Augmentation for the Multivariate Normal Model

Convergence in Data Augmentation

Sequential Verses Parallel Chains of Data Augmentation

Using the Normal Model for Nonnormal or Categorical Data

Exploratory Analysis

MI Example 1

6. Multiple Imputation: Complications
Interactions and Nonlinearities in MI

Compatibility of the Imputation Model and the Analysis Model

Role of the Dependent Variable in Imputation

Using Additional Variables in the Imputation Process

Other Parametric Approaches to Multiple Imputation

Nonparametric and Partially Parametric Methods

Sequential Generalized Regression Models

Linear Hypothesis Tests and Likelihood Ratio Tests

MI Example 2

MI for Longitudinal and Other Clustered Data

MI Example 3

7. Nonignorable Missing Data
Two Classes of Models

Heckman's Model for Sample Selection Bias

ML Estimation With Pattern-Mixture Models

Multiple Imputation With Pattern-Mixture Models

8. Summary and Conclusion
About the Author

"…an excellent resource for researchers who are conducting multivariate statistical studies."

Richard A. Chechile
Journal of Mathematical Psychology

For instructors

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