Maximum Likelihood Methods for Nonignorable Missing Responses and Covariates in Random Effects Models

Biometrics ◽  
2003 ◽  
Vol 59 (4) ◽  
pp. 1140-1150 ◽  
Author(s):  
Amy L. Stubbendick ◽  
Joseph G. Ibrahim
2018 ◽  
Vol 79 (3) ◽  
pp. 495-511 ◽  
Author(s):  
Dee Duygu Cetin-Berber ◽  
Halil Ibrahim Sari ◽  
Anne Corinne Huggins-Manley

Routing examinees to modules based on their ability level is a very important aspect in computerized adaptive multistage testing. However, the presence of missing responses may complicate estimation of examinee ability, which may result in misrouting of individuals. Therefore, missing responses should be handled carefully. This study investigated multiple missing data methods in computerized adaptive multistage testing, including two imputation techniques, the use of full information maximum likelihood and the use of scoring missing data as incorrect. These methods were examined under the missing completely at random, missing at random, and missing not at random frameworks, as well as other testing conditions. Comparisons were made to baseline conditions where no missing data were present. The results showed that imputation and the full information maximum likelihood methods outperformed incorrect scoring methods in terms of average bias, average root mean square error, and correlation between estimated and true thetas.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.


Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon

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