A Double Robust Approach for Non-Monotone Missingness in Multi-Stage Data
报告人： 杨珅珅（天津大学)
时间：2024-11-14 15:10-17:00
地点：光华2号楼217
Abstract:
Multivariate missingness with a non-monotone missing pattern is complicated to deal with in empirical studies. The traditional Missing at Random (MAR) assumption is difficult to justify in such cases. Previous studies have strengthened the MAR assumption, suggesting that the missing mechanism of any variable is random when conditioned on a uniform set of fully observed variables. However, empirical evidence indicates that this assumption may be violated for variables collected at different stages. This paper proposes a new MAR-type assumption that fits non-monotone missing scenarios involving multi-stage variables. Based on this assumption, we construct an Augmented Inverse Probability Weighted GMM (AIPW-GMM) estimator. This estimator features an asymmetric format for the augmentation term, guarantees double robustness, and achieves the closed-form semiparametric efficiency bound. We apply this method to cases of missingness in both endogenous regressor and outcome, using the Oregon Health Insurance Experiment as an example. We check the correlation between missing probabilities and partially observed variables to justify the assumption. Moreover, we find that excluding incomplete data results in a loss of efficiency and insignificant estimators. The proposed estimator reduces the standard error by more than 50% for the estimated effects of the Oregon Health Plan on the elderly.
About the Speaker:
杨珅珅，天津大学马寅初经济学院助理教授，于德克萨斯大学奥斯汀分校取得经济学博士学位，主要研究方向为理论和应用计量经济学，具体研究兴趣为非参数和半参数模型的识别及其在政策评估中的应用。论文发表于Journal of Econometrics等国际期刊，主持国家自然科学基金一项。
Your participation is warmly welcomed!
欢迎扫码关注北大统计科学中心公众号，了解更多讲座信息!
