Shape‐restricted statistical inference for non‐ignorable missing data under a general additive model

Abstract Although ubiquitous in many areas, missing data problems become challenging when the missingness of the outcome depends on itself, which means the data are non‐ignorable missing. To alleviate the risk of model misspecification and balance interpretation and efficiency, we model the non‐missingness probability by a logistic model with a general additive covariate effect under shape restrictions. Each additive component is assumed to satisfy certain shape restrictions, such as monotone increasing/decreasing, convexity/concavity, or a combination of these. We develop a shape‐restricted and tuning‐parameter‐free estimator for the population outcome mean with the help of an instrument variable. We systematically establish the consistency, convergence rates, and asymptotic normalities of the proposed estimators. Our numerical results indicate that the proposed shape‐restricted estimator has comparable performance to competing estimators with parametric models when the parametric models are correct, and outperforms them when the parametric models are misspecified. Finally, our method is applied to two real datasets providing more interpretable results than its competitors.

Authors

Institutions

Publication Details

Journal
Scandinavian Journal of Statistics
Published
2026-01-06
DOI
https://doi.org/10.1111/sjos.70051
Primary Topic
Statistical Methods and Inference
Type
article
Field-Weighted Citation Impact
0.00

Funders

Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Shape‐restricted statistical inference for non‐ignorable missing data under a general additive model

Jing Qin, Junjun Lang, Yukun Liu
Scandinavian Journal of Statistics
Statistical Methods and Inference
article

Shape‐restricted statistical inference for non‐ignorable missing data under a general additive model

Jing Qin, Junjun Lang, Yukun Liu
article en

Abstract

Abstract Although ubiquitous in many areas, missing data problems become challenging when the missingness of the outcome depends on itself, which means the data are non‐ignorable missing. To alleviate the risk of model misspecification and balance interpretation and efficiency, we model the non‐missingness probability by a logistic model with a general additive covariate effect under shape restrictions. Each additive component is assumed to satisfy certain shape restrictions, such as monotone increasing/decreasing, convexity/concavity, or a combination of these. We develop a shape‐restricted and tuning‐parameter‐free estimator for the population outcome mean with the help of an instrument variable. We systematically establish the consistency, convergence rates, and asymptotic normalities of the proposed estimators. Our numerical results indicate that the proposed shape‐restricted estimator has comparable performance to competing estimators with parametric models when the parametric models are correct, and outperforms them when the parametric models are misspecified. Finally, our method is applied to two real datasets providing more interpretable results than its competitors.

Scandinavian Journal of StatisticsVol. 53(1)
National Institute of Allergy and Infectious Diseases (US), East China Normal University (CN)
National Natural Science Foundation of China, Ministry of Education of the People's Republic of China
Reduced inequalities
Openalex Percentile: Top 97%
Statistical Methods and Inference
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.