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Cited by 344

The DOI matches its Crossref record; 12 of the 12 references it cites were found in a registry or an index.

Incomplete Data in Generalized Linear Models

Ibrahim, Joseph G.·1990·Journal of the American Statistical Association

Abstract

This article examines incomplete data for the class of generalized linear models, in which incompleteness is due to partially missing covariates on some observations. Under the assumption that the missing data are missing at random, it is shown that the E step of the EM algorithm for any generalized linear model can be expressed as a weighted complete data log-likelihood when the unobserved covariates are assumed to come from a discrete distribution with finite range. Expressing the E step in this manner allows for a straightforward maximization in the M step, thus leading to maximum likelihood estimates (MLE's) for the parameters. Asymptotic variances of the MLE's are also derived, and results are illustrated with two examples.

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Metadata

Authors
Ibrahim, J. G.
Venue
Journal of the American Statistical Association
Published
1990-09
Volume
85
Issue
411
Pages
765-769
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2070337513
Cited by
344
References
12
FWCI
3.40
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Incomplete Data in Generalized Linear Models. https://app.cochat.ai/papers/10.1080/01621459.1990.10474938
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Ibrahim, J. G. (1990). Incomplete Data in Generalized Linear Models. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1990.10474938

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