Nonparametric Imputation of Missing Values for Estimating Equation Based Inference
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We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the estimating equations is wide-ranging, we propose a nonparametric imputation of the missing values from a kernel estimator of the conditional distribution of the missing variable given the always observable variable. The empirical likelihood is used to construct a profile likelihood for the parameter of interest. We demonstrate that the proposed nonparametric imputation can remove the selection bias in the missingness and the empirical likelihood leads to more efficient parameter estimation. The proposed method is further evaluated by simulation and an empirical study on a genetic dataset on recombinant inbred mice.
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This preprint was published as Dong Wang and Song Xi Chen, "Empirical Likelihood for Estimating Equations with Missing Values", The Annals of Statistics (2009): 49-517, doi: 10.1214/07-AOS585.