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We study a class of missingness mechanisms, called sequentially additive nonignorable, for modeling multivariate data with item nonresponse. These mechanisms explicitly allow the probability of nonresponse for each variable to depend on the…

Methodology · Statistics 2019-02-19 Mauricio Sadinle , Jerome P. Reiter

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…

Machine Learning · Statistics 2018-01-08 Keisuke Yamazaki

We propose an inferential approach for maximum likelihood estimation of the hidden Markov models for continuous responses. We extend to the case of longitudinal observations the finite mixture model of multivariate Gaussian distributions…

Methodology · Statistics 2021-07-01 Silvia Pandolfi , Francesco Bartolucci , Fulvia Pennoni

Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…

Methodology · Statistics 2022-09-22 Zili Zhang , Christiana Charalambous , Peter Foster

Change-point models are frequently considered when modeling phenomena where a regime shift occurs at an unknown time. In ageing research, these models are commonly adopted to estimate of the onset of cognitive decline. Yet commonly used…

Methodology · Statistics 2025-02-13 Fernando Massa , Marco Scavino , Graciela Muniz-Terrera

Many relevant statistical and econometric models for the analysis of longitudinal data include a latent process to account for the unobserved heterogeneity between subjects in a dynamic fashion. Such a process may be continuous (typically…

Statistics Theory · Mathematics 2011-08-09 Francesco Bartolucci , Silvia Bacci , Fulvia Pennoni

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

Diverse analysis approaches have been proposed to distinguish data missing due to death from nonresponse, and to summarize trajectories of longitudinal data truncated by death. We demonstrate how these analysis approaches arise from…

Methodology · Statistics 2010-01-18 Brenda F. Kurland , Laura L. Johnson , Brian L. Egleston , Paula H. Diehr

Missing data problems arise in many applied research studies. They may jeopardize statistical inference of the model of interest, if the missing mechanism is nonignorable, that is, the missing mechanism depends on the missing values…

Statistics Theory · Mathematics 2015-09-15 Wang Miao , Peng Ding , Zhi Geng

The increasing availability of longitudinal student achievement data has heightened interest among researchers, educators and policy makers in using these data to evaluate educational inputs, as well as for school and possibly teacher…

Applications · Statistics 2011-08-11 Daniel F. McCaffrey , J. R. Lockwood

Dependence modeling of multivariate count data has garnered significant attention in recent years. Multivariate elliptical copulas are typically preferred in statistical literature to analyze dependence between repeated measurements of…

Methodology · Statistics 2025-01-22 Subhajit Chattopadhyay

Latent Markov (LM) models represent an important tool of analysis of longitudinal data when response variables are affected by time-varying unobserved heterogeneity, which is accounted for by a hidden Markov chain. In order to avoid bias…

Statistics Theory · Mathematics 2013-06-10 Francesco Bartolucci , Alessio Farcomeni

Noncompliance and missing data often occur in randomized trials, which complicate the inference of causal effects. When both noncompliance and missing data are present, previous papers proposed moment and maximum likelihood estimators for…

Methodology · Statistics 2014-09-04 Hua Chen , Peng Ding , Zhi Geng , Xiao-Hua Zhou

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

Methodology · Statistics 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

With nonignorable missing data, likelihood-based inference should be based on the joint distribution of the study variables and their missingness indicators. These joint models cannot be estimated from the data alone, thus requiring the…

Statistics Theory · Mathematics 2017-01-06 Mauricio Sadinle , Jerome P. Reiter

We present an approach for modeling and imputation of nonignorable missing data. Our approach uses Bayesian data integration to combine (1) a Gaussian copula model for all study variables and missingness indicators, which allows arbitrary…

Methodology · Statistics 2024-11-19 Joseph Feldman , Jerome P. Reiter , Daniel R. Kowal

In many medical studies, patients are followed longitudinally and interest is on assessing the relationship between longitudinal measurements and time to an event. Recently, various authors have proposed joint modeling approaches for…

Applications · Statistics 2010-11-16 Paul S. Albert , Joanna H. Shih

Longitudinal studies of a binary outcome are common in the health, social, and behavioral sciences. In general, a feature of random effects logistic regression models for longitudinal binary data is that the marginal functional form, when…

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…

Machine Learning · Statistics 2017-08-17 Hossein Soleimani , James Hensman , Suchi Saria