Doubly robust empirical likelihood inference in covariate-missing data problems

Missing covariate data occurs often in regression analysis. We study methods for estimating the regression coefficients in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Robins etal. [Estimation of regression coefficients when some regressors are not always observed. J Amer Statist Assoc. 1994;89:846-866] on regression analyses with missing covariates, in which they pioneered the use of two working models, the working propensity score model and the working conditional score model. A recent approach to missing covariate data analysis is the empirical likelihood method of Qin etal. [Empirical likelihood in missing data problems. J Amer Statist Assoc. 2009;104:1492-1503], which effectively combines unbiased estimating equations. In this paper, we consider an alternative likelihood approach based on the full likelihood of the observed data. This full likelihood-based method enables us to generate estimators for the vector of the regression coefficients that are (a) asymptotically equivalent to those of Qin etal. [Empirical likelihood in missing data problems. J Amer Statist Assoc. 2009;104:1492-1503] when the working propensity score model is correctly specified, and (b) doubly robust, like the augmented inverse probability weighting (AIPW) estimators of Robins etal. [Estimation of regression coefficients when some regressors are not always observed. J Am Statist Assoc. 1994;89:846-866]. Thus, the proposed full likelihood-based estimators improve on the efficiency of the AIPW estimators when the working propensity score model is correct but the working conditional score model is possibly incorrect, and also improve on the empirical likelihood estimators of Qin, Zhang and Leung [Empirical likelihood in missing data problems. J Amer Statist Assoc. 2009;104:1492-1503] when the reverse is true, that is, the working conditional score model is correct but the working propensity score model is possibly incorrect. In addition, we consider a regression method for estimation of the regression coefficients when the working conditional score model is correctly specified; the asymptotic variance of the resulting estimator is no greater than the semiparametric variance bound characterized by the theory of Robins etal. [Estimation of regression coefficients when some regressors are not always observed. J Amer Statist Assoc. 1994;89:846-866]. Finally, we compare the finite-sample performance of various estimators in a simulation study.