A propensity score adjustment method for regression models with nonignorable missing covariates

DOI10.1016/J.CSDA.2015.07.017zbMATH Open1468.62091OpenAlexW1435596204MaRDI QIDQ1660142FDOQ1660142

Authors Depeng Jiang, Pu-Ying Zhao, N. S. Tang 

Publication date 15 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2015.07.017

zbMATH Keywords

propensity scorecomposite quantile regressionnot missing at randomexponentially tilted likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites Work

• scientific article; zbMATH DE number 5503185 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• scientific article; zbMATH DE number 224166 (Why is no real title available?)
• A semiparametric estimation of mean functionals with nonignorable missing data
• An instrumental variable approach for identification and estimation with nonignorable nonresponse
• Composite quantile regression and the oracle model selection theory
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• Empirical likelihood for estimating equations with nonignorably missing data
• Large Sample Properties of Generalized Method of Moments Estimators
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Missing Covariates in Generalized Linear Models When the Missing Data Mechanism is Non-ignorable
• Missing-Data Methods for Generalized Linear Models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Point estimation with exponentially tilted empirical likelihood
• Quantile regression.
• Semiparametric theory and missing data.
• Two step composite quantile regression for single-index models
• Using calibration weighting to adjust for nonresponse under a plausible model
• Weak convergence and empirical processes. With applications to statistics

Cited In (21)

• Weighted rank estimation for nonparametric transformation models with nonignorable missing data
• Estimation and test of restricted linear EV model with nonignorable missing covariates
• Efficient inverse probability weighting method for quantile regression with nonignorable missing data
• A mean score method for missing and auxiliary covariate data in regression models
• Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
• A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse
• Estimation of Conditional Prevalence From Group Testing Data With Missing Covariates
• BAGEL: a non-ignorable missing value estimation method for mixed attribute datasets
• Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
• Empirical likelihood weighted composite quantile regression with partially missing covariates
• Improved composite quantile regression and variable selection with nonignorable dropouts
• Coarsened Propensity Scores and Hybrid Estimators for Missing Data and Causal Inference
• Bayesian local influence analysis of general estimating equations with nonignorable missing data
• Statistical inference for nonignorable missing-data problems: a selective review
• Measuring model misspecification: application to propensity score methods with complex survey data
• Efficient estimation in a partially specified nonignorable propensity score model
• A latent class model to multiply impute missing treatment indicators in observational studies when inferences of the treatment effect are made using propensity score matching
• Adjustment for Missing Confounders Using External Validation Data and Propensity Scores
• Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
• Regularized calibrated estimation of propensity scores with model misspecification and high-dimensional data
• Propensity score estimation using classification and regression trees in the presence of missing covariate data

Uses Software

• MICE

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