缺失数据下结果分布与分位数函数的推断:基于分位数插补、概率加权和双重稳健估计量

Inference on outcome distribution and quantile functions with missing data, by quantile imputation, probability weighting, and doubly robust estimators

Econometric Reviews · 2025
被引 0
人大 A-ABS 3

中文导读

提出一种灵活的分位数插补方法,用于估计缺失响应时的边际结果分布和分位数函数,并与逆概率加权和双重稳健估计量比较。利用当前人口调查的月收入数据发现,无应答者工资显著低于应答者,完整案例分析会高估工资,尤其在中上端,并偏差工资不平等度量。

Abstract

This study introduces a flexible imputation method to estimate the marginal outcome distribution and quantile functions in the presence of missing responses. The quantile imputation method is compared to inverse probability weighting (IPW) and doubly robust (DR) estimators. When a considerable portion of wage data is missing in survey responses, our proposed method serves to assess whether nonrespondents and respondents share the same marginal wage distribution function. We establish the uniform consistency of the estimators, their weak convergence, and the validity of the bootstrap procedure. Extensive simulation exercises are employed to investigate whether quantile imputation offers advantages over weighting-based methods. Using monthly income data from the Current Population Survey, we find that nonrespondents tend to have significantly lower wages than respondents. As a result, complete case (CC) analysis, which excludes missing and Census-allocated wages, tends to overestimate wages, especially at the middle and upper ends of the distribution. Moreover, CC analysis biases wage inequality measures, with a greater impact on men due to their higher rates of missing wage data.

分位数插补逆概率加权双重稳健估计缺失数据工资分布