Seminar| Institute of Mathematical Sciences
Time：Tuesday, August 17th, 2021, 14:00-15:00
Location：Tencent Meeting
Speaker: Xuerong Chen , Southwestern University of Finance
Abstract: In missing data problems, missing not at random is difficult to handle since the response probability or propensity score is confounded with the outcome data model in the likelihood. Existing works often assume the propensity score is known up to a finite dimensional parameter. We relax this assumption and consider an unspecified single index model for the propensity score. A pseudo-likelihood based on the complete data is constructed by profiling out a synthetic distribution function that involves the unknown propensity score. The pseudo-likelihood gives asymptotically normal estimates. Simulations show the method compares favorably with existing methods.
Tencent Link: https://meeting.tencent.com/s/YJ1XqWNF9tL5
Meeting ID: 575 574 948
Meeting Password: 123456