title: Bayesian analysis for generalized linear models with nonignorably missing covariates.
abstract: We propose Bayesian methods for estimating parameters in generalized linear models (GLMs) with nonignorably missing covariate data. We show that when improper uniform priors are used for the regression coefficients, phi, of the multinomial selection model for the missing data mechanism, the resulting joint posterior will always be improper if (i) all missing covariates are discrete and an intercept is included in the selection model for the missing data mechanism, or (ii) at least one of the covariates is continuous and unbounded. This impropriety will result regardless of whether proper or improper priors are specified for the regression parameters, beta, of the GLM or the parameters, alpha, of the covariate distribution. To overcome this problem, we propose a novel class of proper priors for the regression coefficients, phi, in the selection model for the missing data mechanism. These priors are robust and computationally attractive in the sense that inferences about beta are not sensitive to the choice of the hyperparameters of the prior for phi and they facilitate a Gibbs sampling scheme that leads to accelerated convergence. In addition, we extend the model assessment criterion of Chen, Dey, and Ibrahim (2004a, Biometrika 91, 45-63), called the weighted L measure, to GLMs and missing data problems as well as extend the deviance information criterion (DIC) of Spiegelhalter et al. (2002, Journal of the Royal Statistical Society B 64, 583-639) for assessing whether the missing data mechanism is ignorable or nonignorable. A novel Markov chain Monte Carlo sampling algorithm is also developed for carrying out posterior computation. Several simulations are given to investigate the performance of the proposed Bayesian criteria as well as the sensitivity of the prior specification. Real datasets from a melanoma cancer clinical trial and a liver cancer study are presented to further illustrate the proposed methods.
authors.affiliation: SRAB, Division of Cancer Control and Population Sciences, National Cancer Institute, 6116 Executive Boulevard, Rockville, Maryland 20852, USA.
authors.forename: Lan
authors.initials: L
authors.lastname: Huang
authors.forename: Ming-Hui
authors.initials: MH
authors.lastname: Chen
authors.forename: Joseph G
authors.initials: JG
authors.lastname: Ibrahim
mesh_terms: D001499:Bayes Theorem; D017326:Clinical Trials, Phase III as Topic / Q000379:methods; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D006801:Humans; D007372:Interferons / Q000627:therapeutic use; D016014:Linear Models; D008113:Liver Neoplasms / Q000473:pathology; D008297:Male; D008390:Markov Chains; D008545:Melanoma / Q000188:drug therapy; D008875:Middle Aged; D009010:Monte Carlo Method; D012044:Regression Analysis
chemical_list: D007372:Interferons