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Bayesian semiparametric modeling of response mechanism for nonignorable missing data

    1. [1] University of Tokyo

      University of Tokyo

      Japón

    2. [2] Osaka University

      Osaka University

      Kita Ku, Japón

    3. [3] Keio University

      Keio University

      Japón

  • Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 31, Nº. 1, 2022, págs. 101-117
  • Idioma: inglés
  • Texto completo no disponible (Saber más ...)
  • Resumen
    • Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. In this case, the validity of statistical inference depends on untestable correct specification of the response model. To avoid the misspecification, we propose semiparametric Bayesian estimation in which an outcome model is parametric, but the response model is semiparametric in that we do not assume any parametric form for the nonresponse variable. We adopt penalized spline methods to estimate the unknown function. We also consider a fully nonparametric approach to modeling the response mechanism by using radial basis function methods. Using Pólya–gamma data augmentation, we developed an efficient posterior computation algorithm via Gibbs sampling in which most full conditional distributions can be obtained in familiar forms. The performance of the proposed method is demonstrated in simulation studies and an application to longitudinal data.


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