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Analysis of Longitudinal Data Under Nonignorable Nonresponse-王磊教授(南开大学统计与数据科学学院)

作者:   来源:  时间:2018-11-12

题目:  Analysis of Longitudinal Data Under Nonignorable Nonresponse

报告人:王磊 教授  (南开大学统计与数据科学学院)

Abstract :  We consider identification and estimation in a longitudinal study with nonignorable dropout and nonmonotone nonresponse in responses. To handle the identifiability issue, we use a baselinecovariates named as nonresponse instrument that can be excluded from the nonresponse propensity conditional on other observed covariates and the variables subject to nonresponse. The generalized method of moments is applied to estimate the parameters in the nonresponse propensity. Marginal response means and the parameters defined via regression models between responses and baseline covariates can be estimated by inverse probability weighting using the estimated propensity. To improve efficiency, we derive a model-assisted regression estimator making use of information provided by the covariates and previously observed values in the longitudinal setting. Alternatively, we derive an augmented inverse probability weighting estimator and apply the importance sampling technique for its computation. Consistency and asymptotic normality of the proposed estimators are established. Simulations are performed to evaluate the finite sample performance of the estimators. Also, two real data example is presented to demonstrate the proposed methodology.

时间: 11月12日(周一)10:00-12:00

地点:首都师范大学本部教二楼 513 教室

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