Sensitivity Analysis for Incomplete Continuous Data

Autor(es) e Instituição: 
Frederico Z. Poleto, IME-USP
Geert Molenberghs, I-BioStat - Universiteit Hasselt and Katholieke Universiteit Leuven
Carlos Daniel Paulino, Instituto Superior Técnico, Universidade Técnica de Lisboa (and CEAUL-FCUL)
Julio M. Singer, IME-USP
Apresentador: 
Frederico Z. Poleto

In studies with missing data, statisticians typically identify the model via necessarily untestable assumptions and then perform sensitivity analyses to assess their effect on the conclusions. Both the parameterization and the identification of the model play an important role in translating the assumptions to non-statisticians and, consequently, in obtaining relevant information from experts or historical data. Specifically for continuous data, much of the earlier work has been developed under the assumption of normality and/or with hard-to-interpret sensitivity parameters. We derive a simple approach for estimating means, standard deviations and correlations that avoids parametric distributional assumptions for the outcomes. Adopting a pattern-mixture model parameterization, we use non-identifiable means, standard deviations, correlations or functions thereof as sensitivity parameters, which are more easily elicited.