Synthetic Nearest Neighbors: Extending Synthetic Controls for Matrix Completion with Missing Not at Random Data
- URL: http://arxiv.org/abs/2609.13586v1
- Date: Fri, 11 Sep 2026 22:50:25 GMT
- Title: Synthetic Nearest Neighbors: Extending Synthetic Controls for Matrix Completion with Missing Not at Random Data
- Abstract summary: We develop a causal framework for matrix completion under missing not at random (MNAR) data.<n>Our approach relaxes two assumptions common in MNAR matrix completion: positivity and independence of observation indicators.<n> Simulation studies corroborate the theoretical findings across a range of missingness designs and observation patterns.
- Score: 15.592755905264388
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We develop a causal framework for matrix completion under missing not at random (MNAR) data. Drawing on synthetic controls from the econometric panel data literature, our approach relaxes two assumptions common in MNAR matrix completion: positivity and independence of observation indicators. Unlike traditional panel data models, which often require prescribed block-sparse geometries, our framework accommodates flexible, heterogeneous observation patterns through target-specific local information structures. We propose synthetic nearest neighbors (SNN), a local synthetic-controls-inspired estimator, and establish finite-sample entrywise error bounds and consistency for mean recovery under suitable conditions. We further derive asymptotic normality under heteroskedastic noise and develop feasible entrywise inference. To estimate entry-specific noise variances, we apply the same local principle to squared outcomes, obtaining consistency under bounded noise and asymptotic unbiasedness under general subgaussian noise. Simulation studies corroborate the theoretical findings across a range of missingness designs and observation patterns.
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