Identifiability of Subgroup Causal Effects in Randomized Experiments with Nonignorable Missing Covariates

Summary. Although randomized experiments are widely regarded as the gold standard for estimating causal effects, missing data of the pretreatment covariates makes it challenging to estimate the subgroup causal effects. When the missing data mechanism of the covariates is nonignorable, the parameters of interest are generally not pointly identifiable, and we can only get bounds for the parameters of interest, which may be too wide for practical use. In some real cases, we have prior knowledge that some restrictions may be plausible. We show the identifiabil-ity of the causal effects and joint distributions for four interpretable missing data mechanisms, and evaluate the performance of the statistical inference via simula-tion studies. One application of our methods to a real data set from a randomized clinical trial shows that one of the nonignorable missing data mechanisms fits bet-ter than the ignorable missing data mechanism, and the results conform to the study’s original expert opinions. We also illustrate the potential applications of our methods to observational studies using a data set from a job-training program