Propensity score weighting adjustment is commonly used to handle unit nonresponse. When the response mechanism is nonignorable in the sense that the response probability depends directly on the study variable, a follow-up sample is commonly used to obtain an unbiased estimator using the framework of two-phase sampling, where the follow-up sample is assumed to respond completely. In practice, the follow-up sample is also subject to missingness. We consider propensity score weighting adjustment for nonignorable nonresponse when there are several follow-ups and the final follow-up sample is also subject to missingness. We propose a method-of-moments estimator for estimating parameters in the response probability. The proposed method can be implemented using the generalized method of moments and a consistent variance estimate can be obtained relatively easily. A limited simulation study shows the robustness of the proposed method. The proposed methods are applied to a Korean household survey of employment.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)
- Statistics, Probability and Uncertainty
- Applied Mathematics