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Abstract:
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In logistic regression with nonignorable missing responses, Ibrahim and Lipsitz (1996) proposed a method for estimating regression parameters. It is known that the regression estimates obtained by using this method are biased when the sample size is small. Also, another complexity arises when the iterative estimation process encounters separation in estimating regression coefficients. In this article, we propose a method to improve the estimation of regression coefficients. In our likelihood based method, the likelihood is penalized by multiplying a non-informative Jeffreys prior as a penalty term. The proposed method reduces bias and is able to handle the issue of separation. Simulation results show the substantial bias reduction for the proposed method as compared to the existing method. Analyses using real world data also support the simulation findings. An R package called brlrmr is developed implementing the proposed method and the Ibrahim and Lipsitz method.
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