Estimated conditional score function for missing mechanism model with nonignorable nonresponse
文献类型：期刊论文
| 作者 | Cui Xia1; Zhou Yong2,3
|
| 刊名 | SCIENCE CHINA-MATHEMATICS
 |
| 出版日期 | 2017-07-01 |
| 卷号 | 60期号:7页码:1197-1218 |
| 关键词 | conditional score function empirical likelihood missing data nonignorabe nonresponse |
| ISSN号 | 1674-7283 |
| DOI | 10.1007/s11425-015-9014-1 |
| 英文摘要 | Missing data mechanism often depends on the values of the responses, which leads to nonignorable nonresponses. In such a situation, inference based on approaches that ignore the missing data mechanism could not be valid. A crucial step is to model the nature of missingness. We specify a parametric model for missingness mechanism, and then propose a conditional score function approach for estimation. This approach imputes the score function by taking the conditional expectation of the score function for the missing data given the available information. Inference procedure is then followed by replacing unknown terms with the related nonparametric estimators based on the observed data. The proposed score function does not suffer from the non-identifiability problem, and the proposed estimator is shown to be consistent and asymptotically normal. We also construct a confidence region for the parameter of interest using empirical likelihood method. Simulation studies demonstrate that the proposed inference procedure performs well in many settings. We apply the proposed method to a data set from research in a growth hormone and exercise intervention study. |
| 资助项目 | College Talent Cultivated by "Thousand-Hundred-Ten" Program of Guangdong Province ; National Natural Science Foundation of China[11471086] ; National Natural Science Foundation of China[11101442] ; China Scholarship Council[201408440400] ; Humans and Social Science Research Team of Guangzhou University[201503XSTD] ; Training Program for Excellent Young College Teachers of Guangdong Province[Yq201404] ; State Key Program of National Natural Science Foundation of China[71331006] ; State Key Program in the Major Research Plan of National Natural Science Foundation of China[91546202] ; National Center for Mathematics and Interdisciplinary Sciences (NCMIS), Key Laboratory of Key Lab of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences[2008DP173182] ; Innovative Research Team of Shanghai University of Finance and Economics[IRTSHUFE13122402] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000404213100003 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/25730]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Cui Xia |
| 作者单位 | 1.Guangzhou Univ, Sch Econ & Stat, Guangzhou 510006, Guangdong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China |
| 推荐引用方式 GB/T 7714 | Cui Xia,Zhou Yong. Estimated conditional score function for missing mechanism model with nonignorable nonresponse[J]. SCIENCE CHINA-MATHEMATICS,2017,60(7):1197-1218. |
| APA | Cui Xia,&Zhou Yong.(2017).Estimated conditional score function for missing mechanism model with nonignorable nonresponse.SCIENCE CHINA-MATHEMATICS,60(7),1197-1218. |
| MLA | Cui Xia,et al."Estimated conditional score function for missing mechanism model with nonignorable nonresponse".SCIENCE CHINA-MATHEMATICS 60.7(2017):1197-1218. |
入库方式： OAI收割
来源：数学与系统科学研究院
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