A joint Bayesian framework for missing data and measurement error using integrated nested Laplace approximations

Abstract: Measurement error (ME) and missing values in covariates are often unavoidable in disciplines that deal with data, and both problems have separately received considerable attention during the past decades. However, while most researchers are familiar with methods for treating missing data, accounting for ME in covariates of regression models is less common. In addition, ME and missing data are typically treated as two separate problems, despite practical and theoretical similarities. Here, we exploit the fact that missing data in a continuous covariate is an extreme case of classical ME, allowing us to use existing methodology that accounts for ME via a Bayesian framework that employs integrated nested Laplace approximations (INLA) and thus to simultaneously account for both ME and missing data in the same covariate. As a useful by‐product, we present an approach to handle missing data in INLA since this corresponds to the special case when no ME is present. In addition, we show how to account for Berkson ME in the same framework. In its broadest generality, the proposed joint Bayesian framework can thus account for Berkson ME, classical ME, and missing data, or any combination of these in the same or different continuous covariates of the family of regression models that are feasible with INLA. The approach is exemplified using both simulated and real data. We provide extensive and fully reproducible Supporting Information with thoroughly documented examples using R‐INLA and inlabru.

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
A joint Bayesian framework for missing data and measurement error using integrated nested Laplace approximations ; day:22 ; month:09 ; year:2023 ; extent:13
Biometrical journal ; (22.09.2023) (gesamt 13)

Creator
Skarstein, Emma
Martino, Sara
Muff, Stefanie

DOI
10.1002/bimj.202300078
URN
urn:nbn:de:101:1-2023092315044539257079
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:02 AM CEST

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Associated

  • Skarstein, Emma
  • Martino, Sara
  • Muff, Stefanie

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