讲座题目:SEMIPARAMETRIC OPTIMAL ESTIMATION WITH NONIGNORABLE NONRESPONSE DATA
主 讲 人:大阪大学统计系森川耕辅博士
讲座时间:2019年12月10日(周二)13:30-14:30
讲座地点:6号学院楼402会议室
主办单位:银河7163官网
摘 要:
When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have been developed under the model assumptions on the response mechanism. In this talk, a new statistical test is proposed to guarantee model identifiability without using any instrumental variable. Furthermore, we develop optimal semiparametric estimation for parameters such as the population mean. Specifically, we propose two semiparametric optimal estimators that do not require any model assumptions other than the response mechanism. Asymptotic properties of the proposed estimators are discussed. An extensive simulation study is presented to compare with some existing methods. We present an application of our method using Korean Labor and Income Panel Survey data.
主讲人简介:
森川耕辅博士分别于2012年、2014年、2017年在大阪大学工程科学学院获得学士、硕士、博士学位。在2018年,他受聘于东京大学地震科学研究院,成为助理研究员。现今,森川耕辅博士为大阪大学工程科学院统计系助理教授。森川耕辅博士在国际知名统计学杂志发表论文多篇,多次在国际会议上做邀请报告。其主要研究方向为缺失数据,空间数据等,其研究多次受到日本政府资助。
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