Pseudo likelihood and dimension reduction for data with nonignorable nonresponse

ABSTRACT

Tang et al. (2003. Analysis of multivariate missing data with nonignorable nonresponse. Biometrika, 90(4), 747–764) and Zhao & Shao (2015. Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data. Journal of the American Statistical Association, 110(512), 1577–1590) proposed a pseudo likelihood approach to estimate unknown parameters in a parametric density of a response Y conditioned on a vector of covariate X, where Y is subjected to nonignorable nonersponse, X is always observed, and the propensity of whether or not Y is observed conditioned on Y and X is completely unspecified. To identify parameters, Zhao & Shao (2015. Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data. Journal of the American Statistical Association, 110(512), 1577–1590) assumed that X can be decomposed into U and Z, where Z can be excluded from the propensity but is related with Y even conditioned on U. The pseudo likelihood involves the estimation of the joint density of U and Z. When this density is estimated nonparametrically, in this paper we apply sufficient dimension reduction to reduce the dimension of U for efficient estimation. Consistency and asymptotic normality of the proposed estimators are established. Simulation results are presented to study the finite sample performance of the proposed estimators.

Keywords:

• Dimension reduction
• kernel estimation
• nonignorable nonresponse
• nonresponse instrument
• pseudo likelihood

Disclosure statement

No potential conflict of interest was reported by the authors.

Additional information

Funding

This work was supported by Division of Mathematical Sciences [1612873] and the Chinese Ministry of Education 111 Project [B14019].

Notes on contributors

Ji Chen

Ji Chen is a PhD candidate in East China Normal University.

Bingying Xie

Bingying Xie is a statistician at Roche in Shanghai, China.

Jun Shao

Jun Shao is a professor in University of Wisconsin-Madison.