Topics in statistical analysis with missing data

回归模型被广泛用于研究响应变量和一组协变量之间的关联。标准推理方法要求没有选择偏倚，被选对象的变量被充分观察，没有测量误差。然而，在实践中，许多研究涉及一些选择偏差、缺失或错误测量数据的组合，这些数据要么是由设计引起的，要么是偶然的。采用复杂的抽样设计，包括两阶段或多阶段设计（TMD）和部分问卷设计（PQD），在降低数据收集成本的同时提高数据质量；这样的设计产生的数据在单调模式（例如，TMD）或非单调模式（例如，PQD）中随机丢失某些变量。偶然性缺失可能发生在任何研究中，包括设计好的实验，其中缺失通常不是随机的和非单调的模式。该研究计划的两个目标是：(i)开发和应用数据随机缺失（非随机）和任意模式缺失的回归模型的统计方法；（ii）研究和应用两阶段和多阶段研究的最佳抽样策略，以及最大限度地利用观测数据中的信息的PQD。在(i)下探索的模型将包括广义线性模型、Cox比例风险模型和部分线性模型，其中某些变量（响应或协变量）缺失，有时可以获得辅助信息。我们最近在该领域基于参数和半参数模型的研究在响应和协变量缺失问题上都取得了一些有希望的结果。参数化工作回归模型（Chen and Chen, 2000; Lawless and Kalbfleisch, 2011; Zhao et al., 2013）可以有效地利用不完全观测值和辅助变量的信息，提高估计效率，对随机缺失和某些非随机缺失情况产生无偏估计。可以开发参数化和半参数化程序（Chen et al., 2011），以提高常用的多种插补方法的一致性，进一步增强多种插补方法的应用。半参数最大似然估计可以通过一个片段非参数模型（Zhao, 2009）来处理一般的缺失数据问题，该模型用于缺失值变量和观测或构建的辅助变量的联合分布（Breslow et al., 2009）。（ii）项下的题目将与(i)项下审议的估计方法一起进行调查。我们的理论和数值研究（Zhao et al., 2012）在比较平衡设计（在某些情况下是最优的）（Breslow和Cain， 1988）与抽样设计（将正常模型中感兴趣的回归参数的全参数最大似然估计量的方差最小化）时表明，两阶段研究中更有效的抽样设计是可能的，并且可以扩展到多阶段研究和PQD。一般模型的最优设计策略可以推广到更一般的情况下，通常会产生更好的结果。在本研究中，我们将通过分析和数值方法探讨多阶段研究和PQD在更一般情况下的设计策略。如果一般优化设计策略能够成功地开发和实施，它们将广泛应用于涉及数据收集和分析的自然科学和工程的各个领域。

Regression models are widely used to study the association between a response variable and a set of covariates. Standard inference methods require that there is no selection bias and that the variables of selected subjects are fully observed with no measurement errors. However, in practice, many studies involve some combinations of selection bias, missing or mismeasured data, which are caused either by design or happenstance. Complex sampling designs, including the two-phase or multi-phase design (TMD) and the partial questionnaire design (PQD), are used to reduce the cost of data collection while at the same time improve data quality; such designs produce data with certain variables missing at random in a monotone pattern (e.g., TMD) or nonmonotone patterns (e.g., PQD). Missing by happenstance may occur in any study, including designed experiments, where the missingness is often not at random and in nonmonotone patterns. The two objectives of the proposed research program are: (i) development and application of statistical methods for regression models with data missing (not) at random and data missing in arbitrary patterns, and (ii) investigation and application optimal sampling strategies for the two-phase and multi-phase studies and the PQD which maximize the information in observed data.Models explored under (i) will include the generalized linear models, Cox proportional hazards model and partial linear models where certain variables (response or covariates) are missing and auxiliary information is sometimes available. Our recent research in this area based on parametric and semiparametric models has several promising results for both response and covariates missing problems. Parametric working regression models (Chen and Chen, 2000; Lawless and Kalbfleisch, 2011; Zhao et al., 2013) can efficiently use the information from incomplete observations and auxiliary variables to improve estimation efficiency and produce unbiased estimates for missing at random case and certain missing not at random case. Both parametric and semiparametric procedures (Chen et al., 2011) can be developed to improve consistency of the commonly used multiple imputation methods and further enhance the application of the multiple imputation methods. Semiparametric maximum likelihood estimation can be developed to deal with the general missing data problems through a piece-wise nonparametric model (Zhao, 2009) for the joint distribution of the variables with missing values and auxiliary variables either observed or constructed (Breslow et al., 2009).Topics under (ii) will be investigated jointly with the estimation methods considered under (i). Both our theoretical and numerical studies (Zhao et al., 2012) in comparing the balance design, which is optimal in certain cases (Breslow and Cain, 1988), with sampling designs which minimize the variance of the fully parametric maximum likelihood estimator of a regression parameter of interest for normal models indicate that more efficient sampling designs for two-phase studies are possible and can be extended to the multi-phase studies and the PQD, and the optimal design strategies for normal models can be extended to more general settings and they produce better results in general. In the proposed research we will investigate design strategies for the multi-phase studies and the PQD in more general settings through both analytical and numerical methods. If the general optimal design strategies can be successfully developed and implemented they will be widely used in all fields of nature sciences and engineering involving data collections and analyses.