Regression with Missing X's: A Review
By Roderick J. A. Little. 2011
1,363 citations recorded by the source corpus.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/deee8503ca9371916243783cd2026cc1bf47d296
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Management Science and Operations Research
- J. Nicholson
- P. Deboeck
- Waylon Howard
- Paul T. von Hippel
- S. van Buuren
- O. Lüdtke
- P. Allison
- K. Kleinman
In Statistics and Probability
- Karel G. M. Moons
- Gary S. Collins
- Douglas G. Altman
- Ian R. White
- Johannes B Reitsma
- S. van Buuren
- Y. Vergouwe
- Patrick Royston
Citations in the corpus
- A Review of Methods for Missing Data (2001, background): “Little (1992) shows that available case analysis provides consistent estimates (the correct point estimates, see e.g., Cox & Hinckley, 1974) when variables are moderately correlated in regression models.”
- Missing data techniques for structural equation modeling. (2003, methodology): “One version of this approach has been shown to produce approximately unbiased estimates of regression coefficients when there are missing data on explanatory variables, under the MCAR assumption (Little, 1992).”
- Bias From Censored Regressors (2009, methodology): “The estimation of a model with censored regressors often can be viewed as an estimation problem with missing data, as discussed by Little (1992) and Little and Rubin (2002), among many others.”
- Much Ado About Nothing (2007, background): “It is possible to formally test the MCAR assumption against thealternatehypothesisofMAR(Little1988;Diggleetal.2002).”
- The taxman tools up: An event history study of the introduction of the personal income tax (2009, methodology): “Linear interpolation seems a reasonable solution, although more sophisticated methods are available ( Little, 1992 ).”
- New Confidence Intervals and Bias Comparisons Show That Maximum Likelihood Can Beat Multiple Imputation in Small Samples (2013, methodology): “…for the moments of X are obtained using the usual complete-data ML formulas: ̂ , 1 , 1 ̂ , (6) And ML estimates for the regression of Y on X can be obtained simply by ignoring the incomplete cases and applying OLS to the cases with Y observed (Anderson, 1957; Little, 1992; von Hippel, 2007).”
- External validation is necessary in prediction research: a clinical example. (2003, methodology): “Simple exclusion of patients with missing values on one or more of the variables commonly causes biased results and decreases statistical efficiency [37,38].”
- Analysis of Multivariate Longitudinal Outcomes With Nonignorable Dropouts and Missing Covariates (2002, background): “There is extensive literature on missing covariates for cross-sectional data (Little 1992; Little and Rubin 1987).”