A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data

作者：Kim Jae Kwang^*; Yu Cindy Long

来源：Journal of the American Statistical Association, 2011, 106(493): 157-165.

DOI：10.1198/jasa.2011.tm10104

• Exponential tilting
• Nonparametric regression
• Not missing at random

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.

• 出版日期2011-3