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Order selection tests with multiply imputed data

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  • Consentino, Fabrizio
  • Claeskens, Gerda

Abstract

Nonparametric tests for the null hypothesis that a function has a prescribed form are developed and applied to data sets with missing observations. Omnibus nonparametric tests such as the order selection tests, do not need to specify a particular alternative parametric form, and have power against a large range of alternatives. More specifically, likelihood-based order selection tests are defined that can be used for multiply imputed data when the data are missing-at-random. A simulation study and data analysis illustrate the performance of the tests. In addition, an Akaike information criterion for model selection is presented that can be used with multiply imputed datasets.

Suggested Citation

  • Consentino, Fabrizio & Claeskens, Gerda, 2010. "Order selection tests with multiply imputed data," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2284-2295, October.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:10:p:2284-2295
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    References listed on IDEAS

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    Cited by:

    1. Simon Grund & Oliver Lüdtke & Alexander Robitzsch, 2016. "Multiple Imputation of Multilevel Missing Data," SAGE Open, , vol. 6(4), pages 21582440166, October.
    2. Lee, Min Cherng & Mitra, Robin, 2016. "Multiply imputing missing values in data sets with mixed measurement scales using a sequence of generalised linear models," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 24-38.

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