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missing data + explanatory variables
2 messages · Christophe Dutang, Luca Borger
Hello,
I don't receive anything from E. Charpentier?!
see: http://markmail.org/search/?q=missing%20data%20%2B%20explanatory%20variables%20:%20important%20complement#query:missing%20data%20%2B%20explanatory%20variables%20%3A%20important%20complement+page:1+mid:oykvzrctut3dtpbj+state:results
The problem is that my response is always of this pattern: 0 0 0 1 0 0 0 0 0 1 NA NA That's wher I had missing data, after the default, I don't have any data for that individual. And the variable is necessary a sequence of 0 with a possible 1 at the end. I'm trying to use something better than the logistic GLM at each time period.
How about survival analysis with censoring? HTH Cheers, Luca ----- Original Message ----- From: "christophe dutang" <dutangc at gmail.com> To: "David Duffy" <David.Duffy at qimr.edu.au> Cc: <r-sig-mixed-models at r-project.org> Sent: Friday, March 26, 2010 1:15 PM Subject: Re: [R-sig-ME] missing data + explanatory variables
Hello, 2010/3/26 David Duffy <David.Duffy at qimr.edu.au>
On Thu, 25 Mar 2010, Christophe Dutang wrote: I try to model a binary response variable over a small period of time. The
problem is that for some lines, the response is missing. In this mailing list archive, I do not find response to this question. fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
sleepstudy2 <- sleepstudy sleepstudy2[180, "Reaction"] <- NA fm2 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy2) What am I doing wrong?
This worked perfectly, did it not?
the observation number is reduced by 1.
As Emmanuel Charpentier summarized, you can't use information from the "lines" where the response is missing (expect for prediction, the BLUP) unless you move to some type of multivariate model that explicitly models the interrelationships of the covariates, like the multiple imputation models or SEM.
I don't receive anything from E. Charpentier?!
But in that case, all that happens is you gain a little bit of information about the distributions of the covariates, which may or may not influence your model for the response variable.
By "some lines are missing", I mean I don't have both the response and the covariate. Let me explain what I'm doing. I work on default of individual. Every 6 month for each indvidual the response variable equals to 1 if he defaults on the period, 0 otherwise. For each time period I also observe explanatory variables (age, job, marital status,...). The problem is that my response is always of this pattern: 0 0 0 1 0 0 0 0 0 1 NA NA That's wher I had missing data, after the default, I don't have any data for that individual. And the variable is necessary a sequence of 0 with a possible 1 at the end. I'm trying to use something better than the logistic GLM at each time period. Thanks in advance for any advice Christophe
PS what are the "lines" you refer to? What is the actual problem you are working on? -- | David Duffy (MBBS PhD) ,-_|\ | email: davidD at qimr.edu.au ph: INT+61+7+3362-0217 fax: -0101 / * | Epidemiology Unit, Queensland Institute of Medical Research \_,-._/ | 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG 4D0B994A v
-- Christophe DUTANG Ph. D. student at ISFA [[alternative HTML version deleted]]
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