oProvides timely information for a fast-developing areaPresents the first extensive treatment of Markov Chain Monte Carlo algorithms for multivariate missing-data problemsOffers clear, detailed presentation of the theory and practice of EM, data augmentation, and multiple imputation
The last two decades have seen enormous developments in statistical methods for incomplete data. The EM algorithm and its extensions, multiple imputation, and Markov Chain Monte Carlo provide a set of flexible and reliable tools from inference in large classes of missing-data problems. Yet, in practical terms, those developments have had surprisingly little impact on the way most data analysts handle missing values on a routine basis.
Analysis of Incomplete Multivariate Data helps bridge the gap between theory and practice, making these missing-data tools accessible to a broad audience. It presents a unified, Bayesian approach to the analysis of incomplete multivariate data, covering datasets in which the variables are continuous, categorical, or both. The focus is applied, where necessary, to help readers thoroughly understand the statistical properties of those methods, and the behavior of the accompanying algorithms.
All techniques are illustrated with real data examples, with extended discussion and practical advice. All of the algorithms described in this book have been implemented by the author for general use in the statistical languages S and S Plus. The software is available free of charge on the Internet.
Table of Contents
EM and Inference by Data Augmentation
Methods for Normal Data
More on the Normal Model
Methods for Categorical Data
Methods for Mixed Data
"Overall, the book provides a sound basis on which one can build when dealing with real data…I take pleasure in recommending this well-written text."
-Rainer Schlittgen in Statistical Papers
"This book provides an excellent introduction to statistical inference…Thanks to the clear and relatively complete treatment of many of the main ideas in this area, even theoretically oriented readers may find this book worthwhile."
-Mark Steel, Mathematical Reviews