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Joint Statistical Seminars - Yanyuan Ma

tis
7
mar
Tid Tisdag 7 mars, 2023 kl. 13:00 - 14:00
Plats MIT.A.346

Titel: 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.

Evenemangstyp: Seminarium

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

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Alp Yurtsever
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