Blockwise Missingness meets AI: A Tractable Solution for Semiparametric Inference

Abstract: We consider parameter estimation and inference when data feature blockwise, non-monotone missingness. Our approach, rooted in semiparametric theory and inspired by prediction-powered inference, leverages off-the-shelf AI (predictive or generative) models to handle missing completely at random mechanisms, by finding an approximation of the optimal estimating equation through a novel and tractable Restricted Anova hierarchY (RAY) approximation. The resulting Inference for Blockwise Missingness(RAY), or IBM(RAY) estimator incorporates pre-trained AI models and carefully controls asymptotic variance by tuning model-specific hyperparameters. We then extend IBM(RAY) to a general class of estimators. We find the most efficient estimator in this class, which we call IBM(Adaptive), by solving a constrained quadratic programming problem. All IBM estimators are unbiased, and, crucially, asymptotically achieving guaranteed efficiency gains over a naive complete-case estimator, regardless of the predictive accuracy of the AI models used. We demonstrate the finite-sample performance and numerical stability of our method through simulation studies and an application to surface protein abundance estimation.