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April 8, 2008
Multiple imputation for model checking
Greg Ward writes,
I have a question regarding a statement in your publication, "Multiple Imputation for Model Checking..." In the introduction, section 1.1, you mention: "Even if there is a full model for the observation process (and, hence, it is not a problem to simulate replications of the observed data)...". I was wondering if you could offer a reference for, or any guidance on, the part in parenthesis. I have an issue (that I am unsure how to solve) involving data that is grouped, by rounding error, to the nearest cm. The grouped data exhibits a log-normal distribution. I would like to transform the data to normaility for use in a regression; however, the binning (coarsening?) will not permit this. Because I have the mean and variance, I was thinking, perhaps I could simulate the distribution and use that data as a transformable, continuous distribution)? Your statement, to me,seemed to agree with this thought... Am I correct?
My reply: You can model the underlying values and then integrate this to have a rounded-data likelihood--I think we have an example in a homework exercise of chapter 3 of Bayesian Data Analysis, also we have a similar censored-data example in chapter 18 of ARM. Having fit the model, you can then check it by comparing observed to replicated data, as discussed in the paper you mention above.
Posted by Andrew at April 8, 2008 12:33 AM
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