Nonparametric Scanning For Nonrandom Missing Data With Continuous Instrumental Variables
利用连续工具变量对非随机缺失数据进行非参数扫描
This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method that uses the added information to identify the tilting parameter from the missing data propensity model. A naive application of this idea to continuous instruments through arbitrary discretizations is apt to be inefficient, and maybe…