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Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…

Methodology · Statistics 2026-03-31 Mst Moushumi Pervin , Hengfang Wang , Jae Kwang Kim

Nonmonotone missing data is a common problem in scientific studies. The conventional ignorability and missing-at-random (MAR) conditions are unlikely to hold for nonmonotone missing data and data analysis can be very challenging with few…

Methodology · Statistics 2022-07-07 Gang Cheng , Yen-Chi Chen , Maureen A. Smith , Ying-Qi Zhao

Propensity score matching (PSM) and augmented inverse propensity weighting (AIPW) are widely used in observational studies to estimate causal effects. The two approaches present complementary features. The AIPW estimator is doubly robust…

Methodology · Statistics 2025-12-12 Tanchumin Xu , Yunshu Zhang , Shu Yang

Generalized Estimation Equations (GEE) are a well-known method for the analysis of non-Gaussian longitudinal data. This method has computational simplicity and marginal parameter interpretation. However, in the presence of missing data, it…

Methodology · Statistics 2015-06-16 José Luiz P. da Silva , Enrico A. Colosimo , Fábio N. Demarqui

The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Eric J. Tchetgen Tchetgen

We develop a novel doubly-robust (DR) imputation framework for longitudinal studies with monotone dropout, motivated by the informative dropout that is common in FDA-regulated trials for Alzheimer's disease. In this approach, the missing…

Methodology · Statistics 2023-05-05 Yuqi Qiu , Karen Messer

Examples of "doubly robust" estimator for missing data include augmented inverse probability weighting (AIPWT) models (Robins et al., 1994) and penalized splines of propensity prediction (PSPP) models (Zhang and Little, 2009). Doubly-robust…

Applications · Statistics 2025-09-16 Yaoyuan V. Tan , Carol A. C. Flannagan , Michael R. Elliott

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…

Methodology · Statistics 2018-01-15 Chunrong Ai , Oliver Linton , Zheng Zhang

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Methodology · Statistics 2018-08-14 Heng Shu , Zhiqiang Tan

We study semi-parametric estimation of the population mean when data is observed missing at random (MAR) in the $n < p$ "inconsistency regime", in which neither the outcome model nor the propensity/missingness model can be estimated…

Statistics Theory · Mathematics 2023-09-06 Michael Celentano , Martin J. Wainwright

Balancing weights have been widely applied to single or monotone missingness due to empirical advantages over likelihood-based methods and inverse probability weighting approaches. This paper considers non-monotone missing data under the…

Methodology · Statistics 2024-12-13 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…

Methodology · Statistics 2024-10-10 Anjana Wijayawardhana , Thomas Suesse , David Gunawan

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…

Methodology · Statistics 2022-12-26 Daniel Malinsky , Ilya Shpitser , Eric J Tchetgen Tchetgen

How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…

Methodology · Statistics 2024-06-14 Yuliang Shi , Yeying Zhu , Joel A. Dubin

Analysis of competing risks data is often complicated by the incomplete or selectively missing information on the cause of failure. Standard approaches typically assume that the cause of failure is missing at random (MAR), an assumption…

Reliable causal effect estimation from observational data requires adjustment for confounding and sufficient overlap in covariate distributions between treatment groups. However, in high-dimensional settings, lack of overlap often inflates…

Methodology · Statistics 2025-03-21 Linying Yang , Robin J. Evans

Inverse probability weighting (IPW) methods are commonly used to analyze non-ignorable missing data under the assumption of a logistic model for the missingness probability. However, solving IPW equations numerically may involve…

Methodology · Statistics 2025-07-24 Pengfei Li , Jing Qin , Yukun Liu

This paper presents a semi-supervised learning framework for Gaussian mixture modelling under a Missing at Random (MAR) mechanism. The method explicitly parameterizes the missingness mechanism by modelling the probability of missingness as…

Machine Learning · Statistics 2026-01-22 Jinyang Liao , Ziyang Lyu

Complex time series models such as (the sum of) ARMA$(p,q)$ models with additional noise, random walks, rounding errors and/or drifts are increasingly used for data analysis in fields such as biology, ecology, engineering and economics…

Methodology · Statistics 2020-01-14 Stéphane Guerrier , Roberto Molinari , Maria-Pia Victoria-Feser , Haotian Xu

Win measures, including the win ratio (WR), win odds (WO), net benefit (NB), and desirability of outcome ranking (DOOR), are increasingly used in randomized clinical trials with multiple hierarchical ordinal endpoints. In practice, however,…

Methodology · Statistics 2026-05-27 Yi Liu , Huiman Barnhart , Sean O'Brien , Yuliya Lokhnygina , Roland A. Matsouaka
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