Efficiency bounds for missing data models with semiparametric restrictions
This paper shows that the semiparametric efficiency bound for a parameter identified by an unconditional moment restriction with data missing at random (MAR) coincides with that of a particular augmented moment condition problem. The augmented system consists of the inverse probability weighted (IPW) original moment restriction and an additional conditional moment restriction which exhausts all other implications of the MAR assumption. The paper also investigates the value of additional semiparametric restrictions on the conditional expectation function (CEF) of the original moment function given always- observed covariates. In the program evaluation context, for example, such restrictions are implied by semiparametric models for the potential outcome CEFs given baseline covariates. The efficiency bound associated with this model is shown to also coincide with that of a particular moment condition problem. Some implications of these results for estimation are briefly discussed.
|Date of creation:||Oct 2008|
|Date of revision:|
|Publication status:||published as Bryan S. Graham, 2011. "Efficiency Bounds for Missing Data Models With Semiparametric Restrictions," Econometrica, Econometric Society, vol. 79(2), pages 437-452, 03.|
|Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
Web page: http://www.nber.org
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:14376. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.