Bayesian Adaptive Lasso for Regression Models with Nonignorable Missing Responses

The main purpose of this article is to develop a Bayesian adaptive lasso procedure for analyzing linear regression models with nonignorable missing responses, in which the missingness mechanism is specified by a logistic regression model. A sampling procedure combining the Gibbs sampler and Metropol...

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Bibliographic Details
Main Authors: Yuanying Zhao, Xingde Duan
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2022/3168735
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Summary:The main purpose of this article is to develop a Bayesian adaptive lasso procedure for analyzing linear regression models with nonignorable missing responses, in which the missingness mechanism is specified by a logistic regression model. A sampling procedure combining the Gibbs sampler and Metropolis-Hastings algorithm is employed to obtain the Bayesian estimates of the regression coefficients, shrinkage coefficients, missingness mechanism models parameters, and their standard errors. We extend the partial posterior predictive p value for goodness-of-fit statistic to investigate the plausibility of the posited model. Finally, several simulation studies and the air pollution data example are undertaken to demonstrate the newly developed methodologies.
ISSN:2314-4785