An Efficient Multiple Imputation Approach for Estimating Equations with Response Missing at Random and High-Dimensional Covariates

L Wang, S Sun, Z Xia - Journal of Systems Science and Complexity, 2021 - Springer
L Wang, S Sun, Z Xia
Journal of Systems Science and Complexity, 2021Springer
Empirical-likelihood-based inference for parameters defined by the general estimating
equations of Qin and Lawless (1994) remains an active research topic. When the response
is missing at random (MAR) and the dimension of covariate is not low, the authors propose a
two-stage estimation procedure by using the dimension-reduced kernel estimators in
conjunction with an unbiased estimating function based on augmented inverse probability
weighting and multiple imputation (AIPW-MI) methods. The authors show that the resulting …
Abstract
Empirical-likelihood-based inference for parameters defined by the general estimating equations of Qin and Lawless (1994) remains an active research topic. When the response is missing at random (MAR) and the dimension of covariate is not low, the authors propose a two-stage estimation procedure by using the dimension-reduced kernel estimators in conjunction with an unbiased estimating function based on augmented inverse probability weighting and multiple imputation (AIPW-MI) methods. The authors show that the resulting estimator achieves consistency and asymptotic normality. In addition, the corresponding empirical likelihood ratio statistics asymptotically follow central chi-square distributions when evaluated at the true parameter. The finite-sample performance of the proposed estimator is studied through simulation, and an application to HIV-CD4 data set is also presented.
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