โ Scribed by William M. Stanish; Gary G. Koch; J.Richard Landis
No coin nor oath required. For personal study only.
Analysts must deal frequently with missing data in multivariate analysis. In such cases, estimating the covariance maxtrix V of the dependent variables usually involves initial estimation and iterative adjustment of imputed missing data values, and/or smoothing of an estimate I 7" which is not necessarily positive semi-definite. This paper presents an alternative procedure for computing estimates of relevant multivariate parameters in situations where missing data occur at random and with small probability. MISCAT is a computer program which computes multivariate ratio estimates of the means and a corresponding positive semidefinite estimate of the covariance matrix. It is an extension of GENCAT, which is a program for the generalized least squares analysis of categorical data. Thus, one advantage of dealing with missing data in this manner is that variation among the ratio estimates may be conveniently analyzed within MISCAT using asymptotic regression methodology, provided that sample sizes are sufficiently large. An example is given to illustrate such analysis for longitudinal data from a multicenter clinical trial.
Multivariate ratio analysis Asymptotic regression methodology GENCAT
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