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What do we do with missing data? Some options for analysis of incomplete data.

Missing data are a pervasive problem in many public health investigations. The standard approach is to restrict the analysis to subjects with complete data on the variables involved in the analysis. Estimates from such analysis can be biased, especially if the subjects who are included in the analysis are systematically different from those who were excluded in terms of one or more key variables. Severity of bias in the estimates is illustrated through a simulation study in a logistic regression setting. This article reviews three approaches for analyzing incomplete data. The first approach involves weighting subjects who are included in the analysis to compensate for those who were excluded because of missing values. The second approach is based on multiple imputation where missing values are replaced by two or more plausible values. The final approach is based on constructing the likelihood based on the incomplete observed data. The same logistic regression example is used to illustrate the basic concepts and methodology. Some software packages for analyzing incomplete data are described.

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hill axel the article link wasn't included - do you mind attaching it, it sounds like an interesting study.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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