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AI-Generated Measurements for Identification and Inference with Missing Data: A Weak Shadow Variable Approach

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  • Hongyu Chen
  • David Simchi-Levi
  • Ruoxuan Xiong

Abstract

Across business and social science applications, outcomes are often missing in ways that depend on the unobserved outcomes themselves. In service systems, for example, whether a customer submits a rating depends on the rating they would have provided. Such missing-not-at-random (MNAR) mechanisms make population quantities difficult to identify without strong assumptions on the observation process. Meanwhile, rich unstructured data, such as customer interaction histories, are increasingly available and can be used to construct structured measurements using tools such as large language models (LLMs). In this work, we develop an assumption-lean partial identification framework that uses such measurements as weak shadow variables, defined as outcome-informative proxies that are conditionally independent of missingness given the true outcome and observed covariates. Importantly, they need not accurately predict missing outcomes or satisfy the completeness requirement in the classical shadow variable literature. For identification, we characterize sharp bounds on population quantities through a pair of linear programs. For estimation and inference, we propose a localized penalized estimator that remains feasible under sampling error, and a subsampling algorithm for constructing confidence intervals. In semi-synthetic experiments using real customer-service dialogues, weak-shadow-variable intervals are about 89\% narrower than those without auxiliary information, while their midpoints have around 41\% lower estimation error than classical MNAR methods.

Suggested Citation

  • Hongyu Chen & David Simchi-Levi & Ruoxuan Xiong, 2026. "AI-Generated Measurements for Identification and Inference with Missing Data: A Weak Shadow Variable Approach," Papers 2602.16061, arXiv.org, revised Aug 2026.
  • Handle: RePEc:arx:papers:2602.16061
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    References listed on IDEAS

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