English

Semiparametric Inference for Non-monotone Missing-Not-at-Random Data: the No Self-Censoring Model

Methodology 2022-12-26 v4 Statistics Theory Statistics Theory

Abstract

We study the identification and estimation of statistical functionals of multivariate data missing non-monotonically and not-at-random, taking a semiparametric approach. Specifically, we assume that the missingness mechanism satisfies what has been previously called "no self-censoring" or "itemwise conditionally independent nonresponse," which roughly corresponds to the assumption that no partially-observed variable directly determines its own missingness status. We show that this assumption, combined with an odds ratio parameterization of the joint density, enables identification of functionals of interest, and we establish the semiparametric efficiency bound for the nonparametric model satisfying this assumption. We propose a practical augmented inverse probability weighted estimator, and in the setting with a (possibly high-dimensional) always-observed subset of covariates, our proposed estimator enjoys a certain double-robustness property. We explore the performance of our estimator with simulation experiments and on a previously-studied data set of HIV-positive mothers in Botswana.

Keywords

Cite

@article{arxiv.1909.01848,
  title  = {Semiparametric Inference for Non-monotone Missing-Not-at-Random Data: the No Self-Censoring Model},
  author = {Daniel Malinsky and Ilya Shpitser and Eric J Tchetgen Tchetgen},
  journal= {arXiv preprint arXiv:1909.01848},
  year   = {2022}
}

Comments

50 pages. This version has been updated to correct an error. An erratum has also been published in the Journal of the American Statistical Association, DOI: 10.1080/01621459.2021.2016421

R2 v1 2026-06-23T11:05:25.543Z