It is common in instrumental variable studies for instrument values to be missing, for example when the instrument is a genetic test in Mendelian randomization studies. In this paper we discuss two apparent paradoxes that arise in so-called single consent designs where there is one-sided noncompliance, i.e., where unencouraged units cannot access treatment. The first paradox is that, even under a missing completely at random assumption, a complete-case analysis is biased when knowledge of one-sided noncompliance is taken into account; this is not the case when such information is disregarded. This occurs because incorporating information about one-sided noncompliance induces a dependence between the missingness and treatment. The second paradox is that, although incorporating such information does not lead to efficiency gains without missing data, the story is different when instrument values are missing: there, incorporating such information changes the efficiency bound, allowing possible efficiency gains. This is because some of the missing values can be filled in, based on the fact that anyone who received treatment must have been encouraged by the instrument (since the unencouraged cannot access treatment).

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^{1}; Small, Dylan S.

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@article{JSFS_2020__161_1_120_0, author = {Kennedy, Edward H. and Small, Dylan S.}, title = {Paradoxes in instrumental variable studies with missing data and one-sided noncompliance}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {120--134}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {161}, number = {1}, year = {2020}, mrnumber = {4125251}, zbl = {1445.62010}, language = {en}, url = {http://archive.numdam.org/item/JSFS_2020__161_1_120_0/} }

TY - JOUR AU - Kennedy, Edward H. AU - Small, Dylan S. TI - Paradoxes in instrumental variable studies with missing data and one-sided noncompliance JO - Journal de la société française de statistique PY - 2020 SP - 120 EP - 134 VL - 161 IS - 1 PB - Société française de statistique UR - http://archive.numdam.org/item/JSFS_2020__161_1_120_0/ LA - en ID - JSFS_2020__161_1_120_0 ER -

%0 Journal Article %A Kennedy, Edward H. %A Small, Dylan S. %T Paradoxes in instrumental variable studies with missing data and one-sided noncompliance %J Journal de la société française de statistique %D 2020 %P 120-134 %V 161 %N 1 %I Société française de statistique %U http://archive.numdam.org/item/JSFS_2020__161_1_120_0/ %G en %F JSFS_2020__161_1_120_0

Kennedy, Edward H.; Small, Dylan S. Paradoxes in instrumental variable studies with missing data and one-sided noncompliance. Journal de la société française de statistique, Volume 161 (2020) no. 1, pp. 120-134. http://archive.numdam.org/item/JSFS_2020__161_1_120_0/

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