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Cluster-specific nonignorably missing, endogenous, and continuous regressors in multilevel model for binary outcome.
Gi-Soo Kim1, Youngjo Lee1, Hongsoo Kim2,3,4
1Department of Statistics, Seoul National University, Seoul, South Korea.
This study introduces a novel method to address endogeneity in multilevel regression models, improving coefficient estimation accuracy for clustered data. The approach effectively handles correlated effects and missing data without external instruments.
Area of Science:
- Biostatistics
- Econometrics
- Epidemiology
Background:
- Endogeneity in multilevel models causes biased estimators.
- Existing instrumental variable methods have limitations, requiring unverifiable conditions or restrictive assumptions.
- Addressing endogeneity is crucial for valid analysis of observational clustered data.
Purpose of the Study:
- To propose a new method for handling endogeneity in logistic mixed-effects models with binary outcomes.
- To develop an estimator that does not require external instrumental variables.
- To accommodate non-linear relationships between endogenous variables and cluster-level random effects.
Main Methods:
- Utilizes the within-cluster variation of the endogenous variable.
- Applies to logistic mixed-effects models with binary outcomes and normally distributed endogenous variables.
- Does not impose linearity on the random effect and handles nonignorable missing data.
Main Results:
- The proposed estimator is consistent and asymptotically normal.
- Demonstrates the ability to analyze multilevel data with correlated effects by exploiting clustered structures.
- Successfully applied to a healthcare study using San Diego inpatient data.
Conclusions:
- The novel method effectively addresses endogeneity in multilevel logistic regression without external instruments.
- The approach offers a robust solution for correlated effects and nonignorable missing data in clustered observational studies.
- Exploiting clustered data structures is key to valid multilevel data analysis.
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