Avoid Estimating the Unknown Function in a Semiparametric Nonignorable Propensity Model


الملخص بالإنكليزية

We study the problem of estimating a functional or a parameter in the context where outcome is subject to nonignorable missingness. We completely avoid modeling the regression relation, while allowing the propensity to be modeled by a semiparametric logistic relation where the dependence on covariates is unspecified. We discover a surprising phenomenon in that the estimation of the parameter in the propensity model as well as the functional estimation can be carried out without assessing the missingness dependence on covariates. This allows us to propose a general class of estimators for both model parameter estimation and functional estimation, including estimating the outcome mean. The robustness of the estimators are nonstandard and are established rigorously through theoretical derivations, and are supported by simulations and a data application.

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