Abstract #302155

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JSM 2003 Abstract #302155
Activity Number: 210
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #302155
Title: Penalized Spline of Response Propensity Method for Data Missing at Random
Author(s): Hyonggin An*+ and Roderick Joseph Little
Companies: University of Michigan and University of Michigan
Address: 2115 Stone Rd., Ann Arbor, MI, 48105-2534,
Keywords: penalized spline ; response propensity ; missing at random
Abstract:

Regression prediction is most useful when the covariates are predictive of the missing values and the probability of being missing, and in these circumstances predictions are particularly sensitive to model misspecification. The use of penalized spline of the propensity score is proposed to yield robust model-based inference under the missing at random assumption, assuming monotone missing data. Simulation comparisons with other methods suggest that the method works well in a wide range of populations, with little loss of efficiency relative to parametric models when the latter are correct.

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