Covariate Selection for Multilevel Models with Missing Data.

Covariate Selection for Multilevel Models with Missing Data.
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DOI:
10.1002/sta4.133
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发表时间:
2017
期刊:
Stat (International Statistical Institute)
影响因子:
--
通讯作者:
Li Y
Li Y
中科院分区:
其他
文献类型:
--
作者:
Marino M;Buxton OM;Li Y

文献摘要

相似文献

Missing covariate data hampers variable selection in multilevel regression settings. Current variable selection techniques for multiply-imputed data commonly address missingness in the predictors through list-wise deletion and stepwise-selection methods which are problematic. Moreover, most variable selection methods are developed for independent linear regression models and do not accommodate multilevel mixed effects regression models with incomplete covariate data. We develop a novel methodology that is able to perform covariate selection across multiply-imputed data for multilevel random effects models when missing data is present. Specifically, we propose to stack the multiply-imputed data sets from a multiple imputation procedure and to apply a group variable selection procedure through group lasso regularization to assess the overall impact of each predictor on the outcome across the imputed data sets. Simulations confirm the advantageous performance of the proposed method compared with the competing methods. We applied the method to reanalyze the Healthy Directions-Small Business cancer prevention study, which evaluated a behavioral intervention program targeting multiple risk-related behaviors in a working-class, multi-ethnic population.