论文标题

伪指望的估计方程的差异估计值丢失的数据

Variance estimation in pseudo-expected estimating equations for missing data

论文作者

Bakoyannis, Giorgos, Mpofu, Philani B., Broyles, Andrea, Dixon, Brian B.

论文摘要

缺少数据是生物医学研究中的普遍挑战。这一事实,加上现代时代的数据集数量,使计算效率分析的问题具有缺失的实际重要性数据。用于处理丢失数据的一般计算估计框架是伪指望的方程式(PEEE)方法。该方法适用于任何参数模型,其中估计涉及一组估计方程的解决方案,例如似然得分方程。 PEEE方法的一个关键限制是目前尚无封闭形式方差估计器,而方差估计需要计算繁重的引导方法。在这项工作中,我们解决了差距,并提供了一个封闭形式的方差估计器,其计算的速度比引导方法要快得多。即使对于辅助变量,我们的方差估计量也是一致的,并且在不完整变量的错误指定模型下也是一致的。仿真研究表明,我们的方差估计器的性能很好,并且其计算的速度可能比引导程序快50倍以上。从我们提出的方差估计器中获得的计算效率提高对于大型数据集至关重要,或者当主要分析方法在计算上是密集的。最后,使用PEEE方法以及我们的方差估计器用于分析创伤性脑损伤患者的不完整的电子健康记录数据。

Missing data is a common challenge in biomedical research. This fact, along with growing dataset volumes of the modern era, make the issue of computationally-efficient analysis with missing data of crucial practical importance. A general computationally-efficient estimation framework for dealing with missing data is the pseudo-expected estimating equations (PEEE) approach. The method is applicable with any parametric model for which estimation involves the solution of a set of estimating equations, such as likelihood score equations. A key limitation of the PEEE approach is that there is currently no closed-form variance estimator, and variance estimation requires the computationally burdensome bootstrap method. In this work, we address the gap and provide a closed-form variance estimator whose computation can be significantly faster than a bootstrap approach. Our variance estimator is shown to be consistent even with auxiliary variables and under misspecified models for the incomplete variables. Simulation studies show that our variance estimator performs well and that its computation can be over 50 times faster than the bootstrap. The computational efficiency gain from our proposed variance estimator is crucial with large datasets or when the main analysis method is computationally intensive. Finally, the PEEE approach along with our variance estimator are used to analyze incomplete electronic health record data of patients with traumatic brain injury.

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