Journal
SCANDINAVIAN JOURNAL OF STATISTICS
Volume 37, Issue 3, Pages 403-421Publisher
WILEY
DOI: 10.1111/j.1467-9469.2009.00674.x
Keywords
augmented inverse probability weighting; data-driven method; generalized score test; goodness of fit; missing at random; semiparametric method; weighted estimating equation
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In the presence of missing covariates, standard model validation procedures may result in misleading conclusions. By building generalized score statistics on augmented inverse probability weighted complete-case estimating equations, we develop a new model validation procedure to assess the adequacy of a prescribed analysis model when covariate data are missing at random. The asymptotic distribution and local alternative efficiency for the test are investigated. Under certain conditions, our approach provides not only valid but also asymptotically optimal results. A simulation study for both linear and logistic regression illustrates the applicability and finite sample performance of the methodology. Our method is also employed to analyse a coronary artery disease diagnostic dataset.
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