Lecture5缺失值处理策略演示课件文.pptVIP

The depression trial * * 5. Part II: Multiple imputation * Data set with missing values Result Completed set * * General principles * Informal justification * The algorithm * Pooling information * Name, department Name, department * Lecture 5Incomplete data Ziad Taib Biostatistics, AZ May 3, 2011 Outline of the problem Missing values in longitudinal trials is a big issue First aim should be to reduce proportion Ethics dictate that it can’t be avoided There is no magic method to fix it Magnitude of problem varies across areas 8-week depression trial: 25%?50% may drop out by final visit 12-week asthma trial: maybe only 5%?10% * Date Name, department * Outline of the lecture Part I: Missing data Part II: Multiple imputation Example: The analgesic trial * * Date Name, department * Part I: Missing data In real datasets, like, e.g., surveys and clinical trials, it is quite common to have observations with missing values for one or more input features. The first issue in dealing with the problem is determining whether the missing data mechanism has distorted the observed data. Little and Rubin (1987) and Rubin (1987) distinguish between basically three missing data mechanisms. Data are said to be missing at random (MAR) if the mechanism resulting in its omission is independent of its (unobserved) value. If its omission is also independent of the observed values, then the missingness process is said to be missing completely at random (MCAR). In any other case the process is missing not at random (MNAR), i.e., the missingness process depends on the unobserved values. http://www.emea.europa.eu/pdfs/human/ewp/177699EN.pdf 1. Introduction to missing data ? ? ? ? ? ? Variables Cases ? ? = missing * What is missing data? The missingness hides a real value that is useful for analysis purposes. Survey questions: What is your total annual income for FY 2008? Who are you voting for in the 2009 election for the European parlament? * What is missing data? C