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Semiparametric likelihood for estimating equations with non-ignorable non-response by non-response instrument
Journal of Nonparametric Statistics ( IF 0.8 ) Pub Date : 2019-01-22 , DOI: 10.1080/10485252.2019.1569664
Ji Chen 1 , Fang Fang 1
Affiliation  

ABSTRACT Non-response or missing data is a common phenomenon in many areas. Non-ignorable non-response, a response mechanism that depends on the values of the variable having non-response, is the most difficult type of non-response to handle. This paper considers statistical inference of unknown parameters in estimating equations (EEs) when the variable of interest has non-ignorable non-response. By utilising the cutting edge techniques of non-response instrument, a parametric response propensity function can be identified and estimated. Then a semiparametric likelihood is constructed with the propensity function, EEs and auxiliary information being incorporated into the constraints to make the inference valid and improve the estimation efficiency. Asymptotic distributions for the resulting parameter estimates are derived. Empirical results including two simulation studies and a real example show that the proposed method gives promising results.

中文翻译:

用无响应工具估计具有不可忽略无响应的方程的半参数似然

摘要 无响应或缺失数据是许多领域的普遍现象。不可忽略的无响应,一种依赖于具有无响应的变量值的响应机制,是最难处理的无响应类型。当感兴趣的变量具有不可忽略的无响应时,本文考虑了估计方程 (EE) 中未知参数的统计推断。通过利用无响应工具的前沿技术,可以识别和估计参数响应倾向函数。然后构造半参数似然,将倾向函数、EE和辅助信息纳入约束,使推理有效并提高估计效率。导出所得参数估计的渐近分布。
更新日期:2019-01-22
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