Semiparametric Difference-in-Differences Estimation With Missing Not at Random Data: A Shadow Variable Approach
非随机缺失数据下的半参数双重差分:影子变量方法
This paper considers a semiparametric difference-in-differences (DID) framework for identifying and estimating treatment effects on the treated (ATT) when outcomes are missing not at random (MNAR), and a fully observed shadow variable is available. The shadow variable is assumed to be associated with the outcome evolution but independent of the missingness process, conditional on covariates and the possibly unobserved outcome evolution. We establish the identification…