MLE for Incomplete Contingency Tables with Lagrangian Multiplier

Maximum likelihood estimate(MLE) is obtained from the partial log-likelihood function for the cell probabilities of two way incomplete contingency tables proposed by Chen and Fienberg(1974). The partial log-likelihood function is modified by adding lagrangian multiplier that constraints can be incorporated with. Variances of MLE estimators of population proportions are derived from the matrix of second derivatives of the loglikelihood with respect to cell probabilities. Simulation results, when data are missing at random, reveal that Complete-case(CC) analysis produces biased estimates of joint probabilities under MAR and less efficient than either MLE or MI. MLE and MI provides consistent results under either the MAR situation. MLE provides more efficient estimates of population proportions than either multiple imputation(MI) based on data augmentation or complete case analysis. The standard errors of MLE from the proposed method using lagrangian multiplier are valid and have less variation than the standard errors from MI and CC.