GENERALIZED METHOD OF MOMENTS FOR NONIGNORABLE MISSING DATA

doi:10.5705/ss.202016.0340

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	GENERALIZED METHOD OF MOMENTS FOR NONIGNORABLE MISSING DATA
	Zhang, Li 1,2; Lin, Cunjie 3,4; Zhou, Yong5,6
刊名	STATISTICA SINICA
	2018-10-01
卷号	28 期号:4 页码:2107-2124
关键词	Estimating equations exponential tilting generalized method of moments kernel regression nonignorable missing nonresponse instrument
ISSN号	1017-0405
DOI	10.5705/ss.202016.0340
英文摘要	In this study, we consider the problem of nonignorable missingness in the framework of generalized method of moments. To model the missing propensity, a semiparametric logistic regression model is adopted and we modify this model with nonresponse instrumental variables to overcome the identifiability issue. Under the identifiability conditions, we mitigate the effects of nonignorable missing data through reformulated estimating equations imputed via a kernel regression method, then the idea of generalized method of moments is applied to estimate the parameters of interest and the tilting parameter in propensity simultaneously. Moreover, the consistency and the asymptotic normality of the proposed estimators are established and we find that the price we pay for estimating an unknown tilting parameter is an increased variance for the estimator of population parameters, that is quite acceptable in contrast with validation sample, especially for practical problems. The proposed method is evaluated through simulation studies and demonstrated on a data example.
资助项目	National Natural Science Foundation of China (NSFC)[11601424] ; National Natural Science Foundation of China (NSFC)[11701561] ; Youth Foundation of the Ministry of Education of China[15YJC910009] ; Science Foundation of Northwest University[14NW31] ; China Postdoctoral Science Foundation[2015M580867] ; China Postdoctoral Science Foundation[2016T90940] ; MOE Project of Key Research Institute of Humanities and Social Sciences at Universities[16JJD910002] ; State Key Program of National Natural Science Foundation of China[71331006] ; State Key Program in the Major Research Plan of National Natural Science Foundation of China[91546202] ; National Center for Mathematics and Interdisciplinary Sciences (NCMIS) ; Key Laboratory of RCSDS, AMSS, CAS[2008DP173182] ; Innovative Research Team of Shanghai University of Finance and Economics[IRTSHUFE13122402]
WOS研究方向	Mathematics
语种	英语
出版者	STATISTICA SINICA
WOS记录号	WOS:000450217700022
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/31712]
专题	应用数学研究所
通讯作者	Zhang, Li
作者单位	1.Northwest Univ, Sch Econ & Management, Xian, Shaanxi, Peoples R China 2.Northwest Univ, Ctr Western China Econ Dev Res, Xian, Shaanxi, Peoples R China 3.Renmin Univ China, Ctr Appl Stat, Beijing, Peoples R China 4.Renmin Univ China, Sch Stat, Beijing, Peoples R China 5.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 6.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Li,Lin, Cunjie,Zhou, Yong. GENERALIZED METHOD OF MOMENTS FOR NONIGNORABLE MISSING DATA[J]. STATISTICA SINICA,2018,28(4):2107-2124.
APA	Zhang, Li,Lin, Cunjie,&Zhou, Yong.(2018).GENERALIZED METHOD OF MOMENTS FOR NONIGNORABLE MISSING DATA.STATISTICA SINICA,28(4),2107-2124.
MLA	Zhang, Li,et al."GENERALIZED METHOD OF MOMENTS FOR NONIGNORABLE MISSING DATA".STATISTICA SINICA 28.4(2018):2107-2124.