Propensity Score Weighted M Estimation for General Parametric Models for Groups with Complete Missingness and its Application to Intervention Effects

Abstract

We propose a propensity score weighted M-estimation method for marginal parametric models for groups in which all subjects are missing. It is shown that the propose estimator is consistent and its limiting distribution is normal. We also propose a hypothetsis testing method using the proposed estimator. Using the proposed method, we estimate the intervention effect of maternal smoking during pregnancy on the development of the child's cognitive functioning from data obtained from the US National Longitudinal Survey of Children and Youth.