Regression Estimation for Longitudinal Data with Nonignorable Intermittent Nonresponse and Dropout
作者机构：Department of Statistics and FinanceUniversity of Science and Technology of ChinaHefei 230026People’s Republic of China
出 版 物：《Communications in Mathematics and Statistics》 (数学与统计通讯（英文）)
年 卷 期：2022年第10卷第3期
页 面：383-411页
核心收录：
学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学]
基 金：supported by the National Key Research and Development Plan(No.2016YFC0800100) the NSFC of China(No.11671374,71771203,71631006)
主 题：Dropout Generalized method of moments Inverse probability weighting Intermittent nonresponse Longitudinal data
摘 要：We mainly focus on regression estimation in a longitudinal study with nonignorable intermittent nonresponse and *** handle the identifiability issue,we take a time-independent covariate as nonresponse instrument which is independent of nonresponse propensity conditioned on other covariates and responses to ensure the identifiability of nonresponse *** nonresponse propensity is assumed to be a parametric model,and the corresponding parameters are estimated by using the generalized method of moments *** the marginal response means are estimated by inverse probability weighting ***,to improve the robustness of estimators,we derive an augmented inverse probability weighting estimator which is shown to be consistent and asymptotically normally *** studies and a real-data analysis show that the proposed approach yields highly efficient estimators.
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