Re: Missing covariates
From: "Jogarao Gobburu 301-594-5354 FAX 301-480-3212" <GOBBURUJ@cder.fda.gov>
Subject: Re: Missing covariates
Date: Mon, 02 Jul 2001 13:14:32 -0400 (EDT)
Dear Ken,
Thanks for sharing your experience on this topic.
At the end of the MI experiment one would have a distribution of coefficient estimates or p-values. Let us consider 2 cases,
case 1. most p-values are below 0.05 (alpha=5%), and
case 2. p-values are distributed such that several fall above 0.05.
For case 2, the results suggest that there may not be any definitive method for filling in missing information OR just that the relationship is not important. For case 1, it is probably reasonable to conclude that the covariate is important. Ofcourse, this information is supportive evidence to any mechanistic reason that one might have, in which case the parameter estimate becomes the point of interest.
What, according to your discussions, would be the downsides of using MI when you are not certain about the influence of a particular covariate?
Regards,
Joga
Pharmacometrics,
CDER, FDA.