Inference for partial correlation when data are missing not at random

03 medical and health sciences 0302 clinical medicine FOS: Mathematics Mathematics - Statistics Theory Statistics Theory (math.ST) 0101 mathematics 01 natural sciences
DOI: 10.1016/j.spl.2018.05.027 Publication Date: 2018-06-05T17:55:32Z
ABSTRACT
We introduce uncertainty regions to perform inference on partial correlations when data are missing not at random. These uncertainty regions are shown to have a desired asymptotic coverage. Their finite sample performance is illustrated via simulations and real data example.
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