JSM 2011 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Abstract Details

Activity Number: 305
Type: Contributed
Date/Time: Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
Sponsor: Section on Survey Research Methods
Abstract - #303315
Title: Estimation with Nonignorable Missing Covariates
Author(s): Jiwei Zhao*+ and Jun Shao
Companies: University of Wisconsin at Madison and University of Wisconsin
Address: , , 53706,
Keywords: Non-ignorable ; missing mechanism ; missing covariate ; pseudo-likelihood ; identifiability ; asymptotic normality
Abstract:

Estimation based on data with non-ignorable missing covariates is considered in this paper. We first consider the case where the missing mechanism is nonparametric and the relation between the response and the covariates is of a parametric regression form. We propose a consistent estimator to the regression coefficient when the covariates have non-ignorable missing values. We then show that this estimation procedure can be applied to the case even when the response also has non-ignorable missing values. The identifiability and the asymptotic normality are also derived. Simulation studies are conducted to show the finite sample performance of the proposed estimators. A real data set from the National Health and Nutrition Examination Survey is analyzed.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2011 program




2011 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.