title: A weighted estimating equation for linear regression with missing covariate data.
abstract: Linear regression is one of the most popular statistical techniques. In linear regression analysis, missing covariate data occur often. A recent approach to analyse such data is a weighted estimating equation. With weighted estimating equations, the contribution to the estimating equation from a complete observation is weighted by the inverse 'probability of being observed'. In this paper, we propose a weighted estimating equation in which we wrongly assume that the missing covariates are multivariate normal, but still produces consistent estimates as long as the probability of being observed is correctly modelled. In simulations, these weighted estimating equations appear to be highly efficient when compared to the most efficient weighted estimating equation as proposed by Robins et al. and Lipsitz et al. However, these weighted estimating equations, in which we wrongly assume that the missing covariates are multivariate normal, are much less computationally intensive than the weighted estimating equations given by Lipsitz et al. We compare the weighted estimating equations proposed in this paper to the efficient weighted estimating equations via an example and a simulation study. We only consider missing data which are missing at random; non-ignorably missing data are not addressed in this paper.
authors.affiliation: University of Chicago, IL, USA.
authors.forename: Michael
authors.initials: M
authors.lastname: Parzen
authors.forename: Stuart R
authors.initials: SR
authors.lastname: Lipsitz
authors.forename: Joseph G
authors.initials: JG
authors.lastname: Ibrahim
authors.forename: Steven
authors.initials: S
authors.lastname: Lipshultz
mesh_terms: D000293:Adolescent; D002648:Child; D002675:Child, Preschool; D003198:Computer Simulation; D005334:Fever / Q000097:blood; D006331:Heart Diseases / Q000097:blood; D006454:Hemoglobins / Q000032:analysis; D006801:Humans; D007223:Infant; D016013:Likelihood Functions; D016014:Linear Models; D008954:Models, Biological; D010343:Patient Admission; D012140:Respiratory Tract Diseases / Q000097:blood
chemical_list: D006454:Hemoglobins