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Empirical Likelihood for Estimating Equations with Nonignorably Missing Data.


ABSTRACT: We develop an empirical likelihood (EL) inference on parameters in generalized estimating equations with nonignorably missing response data. We consider an exponential tilting model for the nonignorably missing mechanism, and propose modified estimating equations by imputing missing data through a kernel regression method. We establish some asymptotic properties of the EL estimators of the unknown parameters under different scenarios. With the use of auxiliary information, the EL estimators are statistically more efficient. Simulation studies are used to assess the finite sample performance of our proposed EL estimators. We apply our EL estimators to investigate a data set on earnings obtained from the New York Social Indicators Survey.

SUBMITTER: Tang N 

PROVIDER: S-EPMC4071774 | biostudies-literature | 2014 Apr

REPOSITORIES: biostudies-literature

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Empirical Likelihood for Estimating Equations with Nonignorably Missing Data.

Tang Niansheng N   Zhao Puying P   Zhu Hongtu H  

Statistica Sinica 20140401 2


We develop an empirical likelihood (EL) inference on parameters in generalized estimating equations with nonignorably missing response data. We consider an exponential tilting model for the nonignorably missing mechanism, and propose modified estimating equations by imputing missing data through a kernel regression method. We establish some asymptotic properties of the EL estimators of the unknown parameters under different scenarios. With the use of auxiliary information, the EL estimators are  ...[more]

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