Efficient estimation and the cost of complete-case coarsening under monotone sequential MAR

RESUMO

Complete-case coarsening discards observed confounder values from partially complete records. We study its consequences for average treatment effect estimation with two ordered, partially observed confounders under monotone sequential missing at random. We specialize the standard coarsening-at-random transformation to the causal influence function, establish the canonical gradient, and give an exact drift identity for a cross-fitted estimator with sequential multiple robustness. In the submodel where both sequential and complete-case missing-at-random assumptions hold, we express the efficiency loss from coarsening as a nonnegative expectation involving two iterated projections. The gain is strict when the intermediate confounder supplies residual information where second-stage missingness occurs. Oracle simulations and deterministic quadrature illustrate this efficiency comparison. When second-stage response depends on the intermediate confounder, the comparison instead concerns identification: coarsening can introduce persistent bias. Estimated-nuisance simulations include a bounded-propensity design and a Gaussian stress design. The latter exhibits substantial interval undercoverage and can reverse the finite-sample precision ordering, qualifying the practical interpretation of the efficiency bound.