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We propose an l1-regularized likelihood method for estimating the inverse covariance matrix in the high-dimensional multivariate normal model in presence of missing data. Our method is based on the assumption that the data are missing at…

Methodology · Statistics 2012-02-28 Nicolas Städler , Peter Bühlmann

In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is…

Methodology · Statistics 2013-08-13 Max Grazier G'Sell , Shai S. Shen-Orr , Robert Tibshirani

We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the estimating equations is wide-ranging, we…

Statistics Theory · Mathematics 2009-03-05 Dong Wang , Song Xi Chen

Multiple imputation (MI) has become one of the main procedures used to treat missing data, but the guidelines from the methodological literature are not easily transferred to multilevel research. For models including random slopes, proper…

Methodology · Statistics 2016-06-30 Simon Grund , Oliver Lüdtke , Alexander Robitzsch

Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data. Under missing-data scenarios, traditional methods such as…

Methodology · Statistics 2022-05-17 Wei Lan , Xuerong Chen , Tao Zou , Chih-Ling Tsai

During the past few decades, missing-data problems have been studied extensively, with a focus on the ignorable missing case, where the missing probability depends only on observable quantities. By contrast, research into non-ignorable…

Methodology · Statistics 2019-08-06 Yukun Liu , Pengfei Li , Jing Qin

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

Methodology · Statistics 2017-10-10 Xiaohui Yuan , Xiaogang Dong

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…

In the mixture of experts model, a common assumption is the linearity between a response variable and covariates. While this assumption has theoretical and computational benefits, it may lead to suboptimal estimates by overlooking potential…

Methodology · Statistics 2025-04-17 Yeongsan Hwang , Byungtae Seo , Sangkon Oh

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

Methodology · Statistics 2022-03-04 Karl Oskar Ekvall , Aaron J. Molstad

We investigate methods for penalized regression in the presence of missing observations. This paper introduces a method for estimating the parameters which compensates for the missing observations. We first, derive an unbiased estimator of…

Applications · Statistics 2013-10-09 Yunjin Choi , Robert Tibshirani

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

Methodology · Statistics 2021-03-10 Sai Li , Tony T. Cai , Hongzhe Li

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

Methodology · Statistics 2021-07-13 Moritz Marbach

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

The standard quantile regression model assumes a linear relationship at the quantile of interest and that all variables are observed. We relax these assumptions by considering a partial linear model while allowing for missing linear…

Methodology · Statistics 2016-06-07 Ben Sherwood

Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…

Methodology · Statistics 2025-07-15 Yang Liu , Yukun Liu , Pengfei Li , Riquan Zhang

The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal Metropolis-Hastings algorithm, used in this setting, is an effective strategy for parameter estimation.…

Methodology · Statistics 2019-07-23 Taylor R. Brown , Timothy L. McMurry , Alexander Langevin
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