Identification and Estimation of Generalized Additive Partial Linear Models with Nonignorable Missing Response  

作　　者：Jierui Du Yuan Li Xia Cui 

机构地区：[1]School of Economics and Statistics,Guangzhou University,510006 Guangzhou,People’s Republic of China

出　　处：《Communications in Mathematics and Statistics》2024年第1期113-156,共44页数学与统计通讯（英文）

摘　　要：The generalized additive partial linear models(GAPLM)have been widely used for flexiblemodeling of various types of response.In practice,missing data usually occurs in studies of economics,medicine,and public health.We address the problem of identifying and estimating GAPLM when the response variable is nonignorably missing.Three types of monotone missing data mechanism are assumed,including logistic model,probit model and complementary log-log model.In this situation,likelihood based on observed data may not be identifiable.In this article,we show that the parameters of interest are identifiable under very mild conditions,and then construct the estimators of the unknown parameters and unknown functions based on a likelihood-based approach by expanding the unknown functions as a linear combination of polynomial spline functions.We establish asymptotic normality for the estimators of the parametric components.Simulation studies demonstrate that the proposed inference procedure performs well in many settings.We apply the proposed method to the household income dataset from the Chinese Household Income Project Survey 2013.

关 键 词：Generalized additive partial linear models Nonignorable missingness IDENTIFIABILITY Observed likelihood 

分 类 号：O17[理学—数学]