A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data

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Parameter estimation with nonignorable missing data is a challenging problem in statistics. The fully parametric approach for joint modeling of the response model and the population model can produce results that are quite sensitive to the failure of the assumed model. We propose a more robust modeling approach by considering the model for the nonresponding part as an exponential tilting of the model for the responding part. The exponential tilting model can be justified under the assumption that the response probability can be expressed as a semiparametric logistic regression model. In this paper, based on the exponential tilting model, we propose a semiparametric estimation method of mean functionals with nonignorable missing data. A semiparametric logistic regression model is assumed for the response probability and a nonparametric regression approach for missing data discussed in Cheng (1994) is used in the estimator. By adopting nonparametric components for the model, the estimation method can be made robust. Variance estimation is also discussed and results from a simulation study are presented. The proposed method is applied to real income data from the Korean Labor and Income Panel Survey
Publisher
AMER STATISTICAL ASSOC
Issue Date
2011-03
Language
English
Article Type
Article
Keywords

NONRESPONSE; MODELS; REGRESSION; IMPUTATION

Citation

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, v.106, no.493, pp.157 - 165

ISSN
0162-1459
DOI
10.1198/jasa.2011.tm10104
URI
http://hdl.handle.net/10203/212941
Appears in Collection
MA-Journal Papers(저널논문)
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