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Joint Statistical Seminars - Yanyuan Ma

Tue
7
Mar
Time Tuesday 7 March, 2023 at 13:00 - 14:00
Place MIT.A.346

Title: Robust and Efficient Estimation under Nonignorable Missing Response

Abstract
We consider the estimation problem in a regression setting where the outcome variable is subject to nonignorable missingness and identifiability is ensured by the shadow variable approach. We propose a versatile estimation procedure where modeling of missingness mechanism is completely bypassed. We show that our estimator is easy to implement and we derive the asymptotic theory of the proposed estimator. We also investigate some alternative estimators under different scenarios. Comprehensive simulation studies are conducted to demonstrate the finite sample performance of the method. We apply the estimator to a children's mental health study to illustrate its usefulness.

Event type: Seminar

Speaker: Yanyuan Ma, Department of Statistics, Eberly College of Science, Penn State

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Alp Yurtsever
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