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How serious is nonignorable missingness?

Research Project

Project/Area Number 16K12402
Research Category

Grant-in-Aid for Challenging Exploratory Research

Allocation TypeMulti-year Fund
Research Field Statistical science
Research InstitutionOsaka University

Principal Investigator

Kano Yutaka  大阪大学, 大学院基礎工学研究科, 教授 (20201436)

Co-Investigator(Kenkyū-buntansha) 岩崎 学  成蹊大学, 理工学部, 教授 (40255948)
Co-Investigator(Renkei-kenkyūsha) TAKAI Keiji  関西大学, 商学部, 准教授 (20572019)
OTSU Tatsuo  (独)大学入試センター, 研究開発部, 教授 (10203829)
廣瀬 慧  九州大学, マス・フォア・インダストリ研究所, 准教授 (40609806)
菊地 賢一  東邦大学, 理学部, 教授 (50270426)
伊森 晋平  広島大学, 大学院理学研究科, 助教 (80747345)
Research Collaborator MORIKAWA Kosuke  東京大学, 地震研究所, 特任研究員 (40824305)
IMADA Miyuki  日本電信電話(株), NTT未来ねっと研究所
TAKAGI Yoshiharu  サノフィ(株), 統計解析・プログラミング部, 開発職
NAGASE Mario  大阪大学, 大学院基礎工学研究科
Kim Jae-Kwang  Iowa State University, Department of Statistics, Professor
Yuan Ke-Hai  University of Notre Dame, Department of Psychology, Professor
Jamshidian Mortaza(Mori)  California State University, Department of Mathematics, Professor
Project Period (FY) 2016-04-01 – 2018-03-31
Project Status Completed (Fiscal Year 2017)
Budget Amount *help
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2017: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2016: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Keywords無視不可能な欠測 / shared-parameter model / セミパラメトリック法 / NMAR / バイアス / 補助変数 / MLEのバイアス / 双方向因果モデル / モデルの識別性 / 脱落 / 対数正規モデル / 多重代入法 / 欠測メカニズム / NMARness / APB / 統計的因果推論 / 推定量のバイアス / MAR / 推定方程式の不偏性
Outline of Final Research Achievements

Under NMAR missingness, the observed likelihood, without a missing-data mechanism, leads to a biased MLE. In this research, we developed a new methodology to express the bias of the MLE due to the missingness in closed form. Using the formula, we provided several mathematical conditions under which inclusion of auxiliary variables reduces or inflates the bias.
The formula described above holds for any missing-data mechanism. This strong consequence can be proved because a shared-parameter model is taken for missingness.
A final contribution of this research to be reported is to take a semi-parametric way to relax the strong condition required for the conventional missing-data analysis.

Report

(3 results)
  • 2017 Annual Research Report   Final Research Report ( PDF )
  • 2016 Research-status Report
  • Research Products

    (12 results)

All 2018 2017 2016 Other

All Int'l Joint Research (1 results) Journal Article (6 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 4 results,  Acknowledgement Compliant: 1 results,  Open Access: 1 results) Presentation (5 results) (of which Int'l Joint Research: 1 results,  Invited: 1 results)

  • [Int'l Joint Research] University of Notre Dame(米国)

    • Related Report
      2017 Annual Research Report
  • [Journal Article] Identification problem of transition models for repeated measurement data with nonignorable missing2018

    • Author(s)
      Morikawa, K. and Kano, Y.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 印刷中 Pages: 216-230

    • DOI

      10.1016/j.jmva.2017.12.007

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Identifiability of nonrecursive structural equation models2017

    • Author(s)
      Nagase, M. and Kano, Y.
    • Journal Title

      Statistics and Probability Letter

      Volume: 122 Pages: 109-117

    • DOI

      10.1016/j.spl.2016.11.010

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Imputing the mean of a heterosedastic log-normal missing variable: A unified approach to ratio imputation2017

    • Author(s)
      Takahashi, M., Iwasaki, M., and Tsubaki, H.
    • Journal Title

      Statistical Journal of the IAOS

      Volume: 33 Issue: 3 Pages: 763-776

    • DOI

      10.3233/sji-160306

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 見かけ上のノンコンプライアンスが存在する場合の因果効果の感度分析の一例2017

    • Author(s)
      佐野文哉・岩崎 学
    • Journal Title

      行動計量学

      Volume: 44 Pages: 199-207

    • NAID

      130006727041

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] データの欠測2017

    • Author(s)
      狩野 裕・今田美幸
    • Journal Title

      電気情報通信学会誌

      Volume: 100 Pages: 1274-1278

    • Related Report
      2017 Annual Research Report
    • Open Access
  • [Journal Article] 統計的に因果を推論する2017

    • Author(s)
      岩崎学
    • Journal Title

      現代思想

      Volume: 45 Pages: 190-201

    • Related Report
      2016 Research-status Report
  • [Presentation] Causal analysis with cyclic structural equation models2017

    • Author(s)
      Nagase, M. and Kano, Y.
    • Organizer
      Conference of the International Federation of Classification Societies
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Bias reduction using auxiliary variables in clinical trial2017

    • Author(s)
      高木義治・狩野 裕
    • Organizer
      2017年度統計関連学会連合大会
    • Related Report
      2017 Annual Research Report
  • [Presentation] NMARのもとでサロゲートエンドポイントを補助変数に用いて得られる推定量のバイアスへの影響について2016

    • Author(s)
      高木義治・狩野 裕
    • Organizer
      2016年度統計関連学会連合大会
    • Place of Presentation
      金沢大学(石川県・金沢市)
    • Year and Date
      2016-09-06
    • Related Report
      2016 Research-status Report
  • [Presentation] 説明変数に欠測を含む回帰モデルによる予測2016

    • Author(s)
      岩崎 学・高野海斗・戸松真太朗
    • Organizer
      日本行動計量学会
    • Place of Presentation
      札幌学院大学(北海道・札幌市)
    • Year and Date
      2016-08-30
    • Related Report
      2016 Research-status Report
  • [Presentation] Semiparametric Adaptive Estimation With Nonignorable Nonresponse Data2016

    • Author(s)
      Morikawa, K. and Kim, J. K.
    • Organizer
      広島統計談話会
    • Place of Presentation
      放射線影響研究所(広島県・南区)
    • Related Report
      2016 Research-status Report

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Published: 2016-04-21   Modified: 2022-06-07  

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