Semiparametric Inference for Nonmonotone Missing-Not-at-Random Data: The No Self-Censoring Model.

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, an

SUBMITTER: Malinsky D 

PROVIDER: S-EPMC9562456 | biostudies-literature | 2022

REPOSITORIES: biostudies-literature