We consider a model identification problem in which an outcome variable contains nonignorable missing values. Statistical inference requires a guarantee of the model identifiability to obtain estimators enjoying theoretically reasonable properties such as consistency and asymptotic normality. Recently, instrumental or shadow variables, combined with the completeness condition in the outcome model, have been highlighted to make a model identifiable. However, the completeness condition may not hold even for simple models when the instrument is categorical. We propose a sufficient condition for model identifiability, which is applicable to cases where establishing the completeness condition is difficult. Using observed data, we demonstrate that the proposed conditions are easy to check for many practical models and outline their usefulness in numerical experiments and real data analysis.
翻译:我们考虑模型识别问题,其中结果变量包含非忽略的缺失值。统计推断需要确保模型可识别性,以获得享有理论上合理性质(如一致性和渐进正态性)的估计器。最近,工具或影子变量与结果模型中的完备性条件相结合,被强调以使模型具有可识别性。然而,即使对于简单模型,当工具为分类变量时,完备性条件也可能不成立。我们提出了一种足够条件,适用于难以建立完备性条件的情况。使用观察数据,我们演示了该提议条件在许多实际模型中的易于检查性,并概述了它们在数值实验和实际数据分析中的实用性。