| Research Area: | Uncategorized | Year: | 2011 |
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| Type of Publication: | Article | ||
| Authors: |
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| Journal: | Journal of the American Statistical Association | Volume: | 106 |
| Number: | 493 | Pages: | 157-165 |
BibTex: |
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| Abstract: | Parameter estimation with nonignorable missing data is a challenging
problem in statistics. The fully parametric approach for joint modeling
of the response model and the population model can produce results
that are quite sensitive to the failure of the assumed model. We
propose a more robust modeling approach by considering the model
for the nonresponding part as an exponential tilting of the model
for the responding part. The exponential tilting model can be justified
under the assumption that the response probability can be expressed
as a semiparametric logistic regression model. In this paper, based
on the exponential tilting model, we propose a semiparametric estimation
method of mean functionals with nonignorable missing data. A semiparametric
logistic regression model is assumed for the response probability
and a nonparametric regression approach for missing data discussed
in Cheng (1994) is used in the estimator. By adopting nonparametric
components for the model, the estimation method can be made robust.
Variance estimation is also discussed and results from a simulation
study are presented. The proposed method is applied to real income
data from the Korean Labor and Income Panel Survey. |
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| [Bibtex] | |||