| 
		        
			        |  |  
			        |  |  
					| Àâòîðèçàöèÿ |  
					|  |  
			        |  |  
			        | Ïîèñê ïî óêàçàòåëÿì |  
			        | 
 |  
			        |  |  
			        |  |  
			        |  |  
                    |  |  
			        |  |  
			        |  |  |  | 
		|  |  
                    | Little R.J.A., Rubin D.B. — Statistical analysis with missing data |  
                    |  |  
			        |  |  
                    | Ïðåäìåòíûé óêàçàòåëü |  
                    | | Acceleration techniques      27 Additive model      253
 Adjusting standard errors for filled-in missing values      32—34
 Adjusting sums of squares for filled-in missing values      34—36
 Adjustment cell      56—57 254
 Adjustment cell, models      250—253 260—261
 Afifi, A. A.      6 18 39 48
 Aitkin, M.      208 216
 Algorithms, iterative      128—129 (see also EM algorithm Newton-Raphson Scoring
 Allan, F. G.      26 36 37
 allocation      (see Filling in for missing values)
 ALLVALUE estimates      42
 Amemiya, T.      223 224 241
 Analysis of covariance (Ancova)      27—30
 Analysis of variance (Anova)      14 21—38 94 152—153 203—206
 Analysis of variance (ANOVA), mixed effects      149—152
 Analysis of variance (ANOVA), random effects      149—152
 Anderson, R. L.      22 36
 Anderson, T. W.      82 95 98 119 120 124 125 204 216
 Approximate Bayesian bootstrap      258—259
 Approximate covariance matrix      98 154
 AR1 Model      163
 Association, in contingency tables      185
 Asymptotic approximations, accuracy      105—107
 Asymptotic covariance matrix of parameters or estimates      84—86
 Asymptotic covariance matrix of parameters or estimates for categorical data      180
 Asymptotic covariance matrix of parameters or estimates for general missing data pattern      137 139
 Asymptotic covariance matrix of parameters or estimates for multiple regression      154
 Asymptotic covariance matrix of parameters or estimates for multivariate normal data      145
 Asymptotic normality      84—86
 Asymptotic standard errors      (see Asymptotic covariance matrix of parameters or estimates)
 Augmented covariance matrix, definition      114
 Autoregressive model      158 161 165
 Autoregressive model, moving average (ARMA) models      162
 Available-case methods      41 43 49 109—112 169
 Azen, S.      43 48 49
 Baghelai, C.      169
 Bailar, B. A.      65 71
 Bailar, J. C.      65 71
 Bailey, L.      65 71
 Baker, S.      237 240 241
 Balanced repeated replication      71
 Banded covariance structure      158 161
 Bard, Y.      93 95
 Bargmann, R. W.      145 169
 Bartlett, M. S.      27 29 36 37
 Bartlett’s method      27—30
 Baum, L. E.      129 139
 Bayesian bootstrap      265
 Bayesian inference      53 84—88 93 104—107 230—235 244—265
 Beale, E. M. L.      129 139 144 145 154 155 168 170
 Beaton, A. E.      112 124
 Bemdt, E. B.      128 139 224 241
 Bent, D. H.      19
 Bentler, P. M.      168 170
 Beta distribution      95
 Between-imputation variance      257
 Bias due to nonresponse      15—17 53 Nonignorable
 Bias vs. variance      70
 Binomial distribution      140
 Bishop, Y. M. M.      172 173 186 187 193
 Bivariate data      13—16 49
 Bivariate data, normal data      14 83 92 96 125—126 169—170
 Bivariate data, normal data, EM algorithm      132—134
 Bivariate data, normal data, ML estimation      98—102
 Bivariate data, normal data, precision of estimation      102—107
 Bivariate data, normal monotone data      98—107 115
 Bivariate data, normal stochastic censoring model      224
 Bivariate data, time series      167
 BMDP statistical software, 4F      189
 BMDP statistical software, 8D      41 42 126
 BMDP statistical software, AM      4
 Bobula, J.      169
 Bootstrap      71 265
 Box — Cox power transformation      228—229
 Box — Jenkins models      162
 Box, G. E. P.      87 95 104 124 125 162 168 227 241 264 265
 Box, M. J.      93 95
 Brown, D. T.      204 216
 Brownlee, K. A.      152 168
 Buck, S. F.      44 45 46 47 48 49
 Buck’s method      45 47 49
 Caines, P. E.      165 168
 Calibration experiment      14
 Candidates for imputation      66
 Canonical correlation      142
 Cassell, C. M.      58 71 73
 categorical data      4—5 95 131—132 171-194 196—217 261
 Categorical data, independence model      182 253
 Categorical data, nonignorable models      235—241 (see also Loglinear models)
 Cauchy distribution      95
 Censored data      9—13 91—92 141 219 221—230
 Censored data with known censoring points      10 94—95 141 222—223
 Censored data with stochastic censoring points      10—12 223 224—225 230
 Censored data, exponential sample      94—95 141 222
 Central limit theorem      52 85
 Chen, T.      183 193
 Chi-squared statistics      (see Likelihood ratio statistic Goodness-of-fit
 Circular symmetry pattern      147
 Clarke, W. R.      4 5 19
 Cluster analysis with missing data      (see Mixture models)
 Cluster samples      69
 Cochran, W. G.      21 31 32 36 37 51 53 63 66 71 101 124 125 150 169 247 254 264
 Cold deck imputation      60
 Colledge, M. J.      66 71
 Comparison of missing-data methods      109—112 228 262—264
 Compensatory reading example      234—235
 Complete-case methods      40 41 49 110—112
 Complete-data likelihood      130 134
 Complete-data sufficient statistics      138
 Compound symmetry      158
 Computational strategies      127—141
 Computer packages, missing-data methods in      3—4 6
 Conditional independence      148 239
 Confirmatory factor analysis      149
 Consistent estimates from incomplete data      (see Inference based on maximum likelihood theory Missing
 Contaminated normal model      209—216
 Contaminated normal model, multivariate normal model      211—216
 Contingency table      (see Categorical data Loglinear
 Contrasts      32—36
 Convergence, quadratic      140
 Corby, C.      65 71
 Correlations, estimates from incomplete data      40—41 42 43 46 105—107
 Correlations, inestimable      120—124
 Cosier, J.      169
 Counted data      (see Categorical data)
 Covariance components models      150
 Covariance matrix of estimates      84—85
 Covariance matrix, estimation from incomplete data      39—41 142—145
 Covariance matrix, robust estimation      211—215 (see also Asymptotic covariance matrix of parameters or estimates)
 Cox, D. R.      79 84 95 227 241
 Cox, G.      21 31 32 36
 Current Population Survey      65 227
 Curry, J.      43 48 49
 Darwin’s data      208
 Data matrix      3 19
 David, M. H.      60 61 62 71 229 241
 Davies, O. L.      21 36
 Dawid, A. P.      54 71
 Day, N. E.      207 216
 Degrees of freedom for lack of fit in contingency tables      186—188 192 237—241
 Degrees of freedom, corrections      23 29 32 34 35 144
 DeGroot, M. H.      93 95
 Deleting observed values      (see Discarding data)
 Dempster, A. P.      6 18 43 48 112 124 129 130 131 135 136 137 139 145 150 152 168 209 210 216
 Density function      79
 Dependent variables, missing values in      21—38 152—157 196 203 220-230 232—235
 Design weights      6
 Design-based inference in surveys      (see Randomization inference for surveys)
 Dichotomous data      48 (see also Categorical data)
 
 | Discarding data      6 19 109—112 Discrete data      (see Categorical data)
 Discriminant analysis      142 196—206
 Distinct parameters      90 97
 distribution      209
 Dixon, W. J.      4 19 41 42 48 124 126 189 193
 Donor for imputation      63 66
 Double sampling      9 254
 Draper, N. R      23 36 93 95 117 124
 Dummy variable regression      108 254
 E step (expectation step)      130 (see also EM algorithm)
 EA’s      (see Enumeration areas (EA’s))
 editing      (see Outliers)
 Educational testing      121—124
 Educational testing, examples      148
 Efficiency      175
 Elashoff, R. M.      6 18 39 48
 EM algorithm      18 26 129—139 140
 EM algorithm for exponential families      138—139
 EM algorithm for nonignorable missing data      220—221
 EM algorithm for specific missing-data problems factor analysis      148—149
 EM algorithm for specific missing-data problems grouped exponential sample      221—222
 EM algorithm for specific missing-data problems grouped normal data with covariates      222—224
 EM algorithm for specific missing-data problems log-linear models      187—191
 EM algorithm for specific missing-data problems logistic regression      196
 EM algorithm for specific missing-data problems missing outcomes in ANOVA      152—153
 EM algorithm for specific missing-data problems mixed continuous and categorical data      195—208
 EM algorithm for specific missing-data problems multivariate non-normal data      209—216
 EM algorithm for specific missing-data problems multivariate normal data      143—145
 EM algorithm for specific missing-data problems multivariate regression      155—157 215—216
 EM algorithm for specific missing-data problems partially classified contingency tables      181—185 240
 EM algorithm for specific missing-data problems regression      153—154 196
 EM algorithm for specific missing-data problems repeated measures models      158
 EM algorithm for specific missing-data problems restricted covariance matrix      146—148 158
 EM algorithm for specific missing-data problems selection models      224—225
 EM algorithm for specific missing-data problems time series      163—168
 EM algorithm for specific missing-data problems variance components      149—152 143—145
 EM algorithm for specific missing-data problems with follow-up data      243
 EM algorithm, convergence      129 130 135 137 140
 EM algorithm, rate of convergence      137—138
 EM algorithm, theory      134—137 138—139 220-221
 Empirical Bayes model      149—152
 Enumeration areas (EA’s)      68
 Ernst, L. R.      60 71
 Expectation-maximization algorithm      (see EM algorithm)
 Expected mean squares      152
 experiments      16 21—38 152—153
 Exploratory factor analysis      149
 Exponential data      80 82 86 90—92
 Exponential data with censored values      94—95 141 222
 Exponential data with grouped values      221—222
 Exponential distribution      221—222
 Exponential family      136 138—139 140 197 204
 F distribution      23
 Factor analysis      148—149 158 170
 Factor analysis with missing data      149
 Factor analysis, loading matrix      148
 Factor analysis, score matrix      148
 Factored likelihood      15 97—98
 Factored likelihood for bivariate normal data      98—101
 Factored likelihood for mixed continuous and categorical data      206—207 217
 Factored likelihood for monotone data      107—108 215—216
 Factored likelihood for multivariate normal data      108—112
 Factored likelihood for partially classified contingency tables      172—181 239
 Factored likelihood for special nonmonotone patterns      119—124
 Factored likelihood, computations via SWEEP      115—119 122—124
 Factorization table      126
 Fay, R. E.      237 241
 Fienberg, S. E.      172 173 183 186 187 193
 File matching      121
 Filling in for missing values      6 21—38 43 47 60—67 254—259
 Filling in for missing values and iterating      26—27 129
 Filling in for missing values and using complete data methods      30—37
 Filling in for missing values and using formulas      26
 Filling in for missing values, conditional means, as from regression      25 45 47 61 102 253—255
 Filling in for missing values, least squares estimates      25
 Filling in for missing values, relationship with weighting      62
 Filling in for missing values, stochastically, to preserve distributions      47 60 61 62—67 254—259
 Filling in for missing values, unconditional means      44
 Finite population      50
 Finite population, correction      247
 Finite population, inference model-based      244—265
 Finite population, inference randomization-based      50 75
 Fisher, R. A.      26
 follow-ups      243 262—264
 Ford, B. N.      60 71
 Forecasting      165
 Fraction of information missing      257
 Frequency data      (see Categorical data)
 Frequentist inference      84—88
 Fuchs, C.      175 178 189 192 193
 Fully missing variables      146
 Fully normal imputation      259 265
 Galke, W.      223 241
 Gamma distribution      140 210
 Gaussian distribution      (see Normal data)
 GEM algorithm      (see Generalized EM algorithm)
 General location model      196 206 217
 General missing-data patterns      17—18
 General state space models      162
 Generalized EM algorithm      135 158 204
 Glynn, R.      262 264
 Goel, K.      93 95
 Goodman, C.      169
 Goodman, L. A.      17 186
 Goodness-of-fit statistics      186 192
 Goodnight, J. H.      112 124
 Goodrich, R. L.      165 168
 Greenlees, W. S.      230 241
 Grouped and rounded data      211 221 223
 Grouped and rounded data, exponential sample      221—222
 Grouped and rounded data, normal data      222 223
 Growth curve models      158—161
 Gupta, N. K.      165 168
 Haberman, S. J.      186 193
 Haitovsky, Y.      43 48 49
 Hajek, J.      52 71
 Hall, B.      139 241
 Hall, R.      139 241
 Hansen, M. H.      51 71 254 264
 Hartley, H. O.      6 19 26 36 129 139 145 168 182 193
 Harvey, A. C.      162 168
 Hasselblad, V.      223 241
 Hausman, J. A.      139 241
 Healy, M. J. R.      26 36 153 168
 Heckman, J.      224 229 230 241
 Heckman’s two-step method      229—230
 Helms, R. W.      157 168
 Herson, J.      254 264
 Herzog, T. N.      61 72 255 256 258 264
 Heterogeneity of variance      254
 Hierarchical loglinear models      186 235
 Hinkley, D. V.      79 84 95
 Historical heights      12—13
 Hocking, R. R.      6 19 145 168 177 179 193
 Holland, P. W.      148 168 172 173 186 187 193
 Horvitz — Thompson estimator      55 56 69 73
 Horvitz, D. G.      55 56 69 72 73
 Hot deck imputation      6 60 62—67 75 256 258 265
 Hot deck imputation within adjustment cells      65
 Hot deck imputation, increase in variance of estimation      64—65 75
 Hot deck imputation, metric, nearest neighbor      65—67
 Hot deck imputation, random sampling with replacement      63—64
 Hot deck imputation, random sampling without replacement      64—65
 Hot deck imputation, sequential      65—67
 Hull, C. H.      19
 Hunter, W. G.      93 95
 Hurwitz, W. N.      51 71
 Hypothesis testing      87—88 (see also Likelihood ratio statistic)
 Ignorable missing-data mechanism      9 10—13 55 248 250—255
 
 | 
 |  |  |  | Ðåêëàìà |  |  |  |  |  |