Title

ML estimation of mean and covariance structures with missing data using complete data routines

Authors

Authors

M. Jamshidian;P. M. Bentler

Comments

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Abbreviated Journal Title

J. Educ. Behav. Stat.

Keywords

factor analysis; incomplete data; listwise deletion; mean imputation; missing data mechanism; observed information; test of hypothesis; MAXIMUM-LIKELIHOOD; EM ALGORITHM; MODELS; Education & Educational Research; Social Sciences, Mathematical Methods; Psychology, Mathematical

Abstract

We consider maximum likelihood (ML) estimation of mean and covariance structure models when data are missing. Expectation maximization (EM), generalized expectation maximization (GEM), Fletcher-Powell, and Fisher-sewing algorithms are described for parameter estimation. It is shown how the machinery within a software that handles the complete data problem can be utilized to implement each algorithm. A numerical differentiation method for obtaining the observed information matrix and the standard errors is given. This method also uses the complete data program machinery. The likelihood ratio test is discussed for testing hypotheses. Three examples are used to compare the cost of the four algorithms mentioned above, as well as to illustrate the standard error estimation and the test of hypothesis considered. The sensitivity of the ML estimates as well as the mean imputed and listwise deletion estimates to missing data mechanisms is investigated using three artificial data sets that are missing completely at random (MCAR), missing at random (MAR), and neither MCAR nor MAR.

Journal Title

Journal of Educational and Behavioral Statistics

Volume

24

Issue/Number

1

Publication Date

1-1-1999

Document Type

Article

Language

English

First Page

21

Last Page

41

WOS Identifier

WOS:000079266400002

ISSN

1076-9986

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