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Article

A Nuisance-Free Inference Procedure Accounting for the Unknown Missingness with Application to Electronic Health Records

by 1,* and 2
1
Department of Biostatistics and Medical Informatics, University of Wisconsin-Madison, Madison, WI 53726, USA
2
Novartis Institutes for Biomedical Research, Shanghai 201203, China
*
Author to whom correspondence should be addressed.
Entropy 2020, 22(10), 1154; https://doi.org/10.3390/e22101154
Received: 24 August 2020 / Revised: 27 September 2020 / Accepted: 12 October 2020 / Published: 14 October 2020
We study how to conduct statistical inference in a regression model where the outcome variable is prone to missing values and the missingness mechanism is unknown. The model we consider might be a traditional setting or a modern high-dimensional setting where the sparsity assumption is usually imposed and the regularization technique is popularly used. Motivated by the fact that the missingness mechanism, albeit usually treated as a nuisance, is difficult to specify correctly, we adopt the conditional likelihood approach so that the nuisance can be completely ignored throughout our procedure. We establish the asymptotic theory of the proposed estimator and develop an easy-to-implement algorithm via some data manipulation strategy. In particular, under the high-dimensional setting where regularization is needed, we propose a data perturbation method for the post-selection inference. The proposed methodology is especially appealing when the true missingness mechanism tends to be missing not at random, e.g., patient reported outcomes or real world data such as electronic health records. The performance of the proposed method is evaluated by comprehensive simulation experiments as well as a study of the albumin level in the MIMIC-III database. View Full-Text
Keywords: nuisance; post-selection inference; missingness mechanism; regularization; asymptotic theory; unconventional likelihood nuisance; post-selection inference; missingness mechanism; regularization; asymptotic theory; unconventional likelihood
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MDPI and ACS Style

Zhao, J.; Chen, C. A Nuisance-Free Inference Procedure Accounting for the Unknown Missingness with Application to Electronic Health Records. Entropy 2020, 22, 1154. https://doi.org/10.3390/e22101154

AMA Style

Zhao J, Chen C. A Nuisance-Free Inference Procedure Accounting for the Unknown Missingness with Application to Electronic Health Records. Entropy. 2020; 22(10):1154. https://doi.org/10.3390/e22101154

Chicago/Turabian Style

Zhao, Jiwei, and Chi Chen. 2020. "A Nuisance-Free Inference Procedure Accounting for the Unknown Missingness with Application to Electronic Health Records" Entropy 22, no. 10: 1154. https://doi.org/10.3390/e22101154

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