A Semiparametric Model Approach to Data Integration under Missing Not at Random
Abstract
Integrating probability and non-probability samples requires accounting for an unknown selection mechanism that may depend on the outcome. We develop a semiparametric approach in which an unspecified function captures covariate dependence and a scalar tilting parameter governs outcome dependence. Identification follows from an instrumental-variable exclusion restriction and conditional completeness; a zero tilt gives a restricted missing-at-random submodel. We profile out the covariate component and construct cross-fitted, Neyman-orthogonal estimating equations for both the tilting parameter and the finite population mean. The resulting orthogonalized mass-imputation estimator supports centered root-N inference under nuisance product-rate conditions. Its linearization variance accounts for the probability sampling design and estimation of the tilting parameter. Simulations illustrate the cost of flexibility under correct parametric specification, protection against misspecification of the covariate component, and the consequences of invalid instruments or a misspecified tilt. A further simulation using 50,000 national health-screening records finds smaller bias but higher root mean squared error than a parametric competitor under the baseline instrument set. The proposed estimator varies less across alternative instrument sets, although weak instruments and smoothing choices affect precision and interval coverage.
Related
- Data integration using propensity score weighting under missing at random
- On the parametric and semiparametric Fisher information matrix for non-zero mean stationary spherical invariant random processes
- Bayesian Semiparametric Hidden Markov Random Partition Fields for Factor Collapse on Graphs: A Study of Cortical Mapping of Fingertips
- Global synchronization for multi-source data integration under blockwise missing patterns
- Synthetic Nearest Neighbors: Extending Synthetic Controls for Matrix Completion with Missing Not at Random Data
BibTeX
@misc{lee2026semiparametric,
title = {{A Semiparametric Model Approach to Data Integration under Missing Not at Random}},
author = {Danhyang Lee and Kosuke Morikawa and Jae Kwang Kim},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.41937},
eprint = {2610.41937},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.41937},
}
RIS
TY - UNPB
TI - A Semiparametric Model Approach to Data Integration under Missing Not at Random
AU - Danhyang Lee
AU - Kosuke Morikawa
AU - Jae Kwang Kim
PY - 2026
DA - 2026/10/30
PB - arXiv
DO - 10.48550/arxiv.2610.41937
UR - https://arxiv.org/abs/2610.41937
AB - Integrating probability and non-probability samples requires accounting for an unknown selection mechanism that may depend on the outcome. We develop a semiparametric approach in which an unspecified function captures covariate dependence and a scalar tilting parameter governs outcome dependence. Identification follows from an instrumental-variable exclusion restriction and conditional completeness; a zero tilt gives a restricted missing-at-random submodel. We profile out the covariate component and construct cross-fitted, Neyman-orthogonal estimating equations for both the tilting parameter and the finite population mean. The resulting orthogonalized mass-imputation estimator supports centered root-N inference under nuisance product-rate conditions. Its linearization variance accounts for the probability sampling design and estimation of the tilting parameter. Simulations illustrate the cost of flexibility under correct parametric specification, protection against misspecification of the covariate component, and the consequences of invalid instruments or a misspecified tilt. A further simulation using 50,000 national health-screening records finds smaller bias but higher root mean squared error than a parametric competitor under the baseline instrument set. The proposed estimator varies less across alternative instrument sets, although weak instruments and smoothing choices affect precision and interval coverage.
ER -