Imai, Kosuke. (2009). ``Statistical Analysis of Randomized Experiments with Nonignorable Missing Binary Outcomes: An Application to a Voting Experiment.'' Journal of the Royal Statistical Society, Series C (Applied Statistics), Vol. 58, No. 1 (February), pp. 83-104.

 

  Abstract

Missing data are frequently encountered in the statistical analysis of randomized experiments. In this article, I propose statistical methods that can be used to analyze randomized experiments with a nonignorable missing binary outcome where the missing-data mechanism may depend on the unobserved values of the outcome variable itself even after taking into account the information in the fully observed variables. The motivating empirical example is the German election experiment where researchers are worried that the act of voting may increase the probability of participation in the post-election survey through which the outcome variable, turnout, was measured. To address this problem, I first introduce an identification strategy for the average treatment effect under the nonignorability assumption and compare it with the existing alternative approaches in the literature. I then derive the maximum likelihood estimator and its asymptotic properties, and discuss possible estimation methods. Furthermore, since the proposed identification assumption is not directly verifiable from the data, I show how to conduct a sensitivity analysis based on the parameterization that links the key identification assumption with the causal quantities of interest. Finally, the proposed methodology is extended to the analysis of randomized experiments with noncompliance. Although the method introduced in this article may not directly apply to randomized experiments with non-binary outcomes, I briefly discuss possible identification strategies in more general situations.
An earlier version of this article is available at SSRN http://ssrn.com/abstract=1014849

© Kosuke Imai
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