Abstract
ML Estimation, PML Estimation and Filling are all based on the MAR assumption. In many applications this assumption is highly questionable. In general we have no chance to check the validity of the MAR assumption based on the observed contingency table: missing values in X2 cause 2 × J new cells in our contingency table, but the MAR assumption introduces already 2 × J new parameters (qij)i=o,1;j=1,…,J, hence additional parameters are not identifiable 8†).
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© 1994 Springer-Verlag New York, Inc.
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Vach, W. (1994). Sensitivity Analysis. In: Logistic Regression with Missing Values in the Covariates. Lecture Notes in Statistics, vol 86. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2650-5_8
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DOI: https://doi.org/10.1007/978-1-4612-2650-5_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94263-6
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