Multiply Robust Estimation of Quantile Treatment Effects with Missing Responses

Abstract

Causal inference and missing data have attracted significant research interests in recent years, while the current literature usually focuses on only one of these two issues. In this paper, we develop two multiply robust methods to estimate the quantile treatment effect (QTE), in the context of missing data. Compared to the commonly used average treatment effect, QTE provides a more complete picture of the difference between the treatment and control groups. The first one is based on inverse probability weighting, the resulting QTE estimator is root-n consistent and asymptotic normal, as long as the class of candidate models of propensity scores contains the correct model and so does that for the probability of being observed. The second one is based on augmented inverse probability weighting, which further relaxes the restriction on the probability of being observed. Simulation studies are conducted to investigate the performance of the proposed method, and the motivated CHARLS data are analyzed, exhibiting different treatment effects at various quantile levels.

Keywords

Augmented inverse probability weighting / CHARLS / Missing data / Multiply robust / Quantile treatment effect

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Funding

National Natural Science Foundation of China(11871376)

Natural Science Foundation of Shanghai(21ZR1420700)

Open Research Fund of KLATASDS-MOE