Sequential identification of nonignorable missing data mechanisms

DOI10.5705/SS.202016.0328MaRDI QIDQ4558441zbMATH OpenOpenAlexFDO

Authors Mauricio Sadinle, Jerome P. Reiter

Publication date 22 November 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.01395

zbMATH Keywords

identificationsensitivity analysismissing not at randomnonparametric saturationpartial ignorability

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Sequential estimation (62L12)

Abstract: With nonignorable missing data, likelihood-based inference should be based on the joint distribution of the study variables and their missingness indicators. These joint models cannot be estimated from the data alone, thus requiring the analyst to impose restrictions that make the models uniquely obtainable from the distribution of the observed data. We present an approach for constructing classes of identifiable nonignorable missing data models. The main idea is to use a sequence of carefully set up identifying assumptions, whereby we specify potentially different missingness mechanisms for different blocks of variables. We show that the procedure results in models with the desirable property of being non-parametric saturated.

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(7)

• Semiparametric Inference for Nonmonotone Missing-Not-at-Random Data: The No Self-Censoring Model
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• Global sensitivity analysis of randomized trials with nonmonotone missing binary outcomes: Application to studies of substance use disorders

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