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Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data
Considerable recent interest has focused on doubly robust estimators for a population mean response in the presence of incomplete data, which involve models for both the propensity score and the regression of outcome on covariates. The usual doubly robust estimator may yield severely biased inferenc...
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Formato: | Texto |
Lenguaje: | English |
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Oxford University Press
2009
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Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2798744/ https://www.ncbi.nlm.nih.gov/pubmed/20161511 http://dx.doi.org/10.1093/biomet/asp033 |
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author | Cao, Weihua Tsiatis, Anastasios A. Davidian, Marie |
author_facet | Cao, Weihua Tsiatis, Anastasios A. Davidian, Marie |
author_sort | Cao, Weihua |
collection | PubMed |
description | Considerable recent interest has focused on doubly robust estimators for a population mean response in the presence of incomplete data, which involve models for both the propensity score and the regression of outcome on covariates. The usual doubly robust estimator may yield severely biased inferences if neither of these models is correctly specified and can exhibit nonnegligible bias if the estimated propensity score is close to zero for some observations. We propose alternative doubly robust estimators that achieve comparable or improved performance relative to existing methods, even with some estimated propensity scores close to zero. |
format | Text |
id | pubmed-2798744 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2009 |
publisher | Oxford University Press |
record_format | MEDLINE/PubMed |
spelling | pubmed-27987442010-09-01 Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data Cao, Weihua Tsiatis, Anastasios A. Davidian, Marie Biometrika Article Considerable recent interest has focused on doubly robust estimators for a population mean response in the presence of incomplete data, which involve models for both the propensity score and the regression of outcome on covariates. The usual doubly robust estimator may yield severely biased inferences if neither of these models is correctly specified and can exhibit nonnegligible bias if the estimated propensity score is close to zero for some observations. We propose alternative doubly robust estimators that achieve comparable or improved performance relative to existing methods, even with some estimated propensity scores close to zero. Oxford University Press 2009-09 2009-08-07 /pmc/articles/PMC2798744/ /pubmed/20161511 http://dx.doi.org/10.1093/biomet/asp033 Text en © 2009 Biometrika Trust https://creativecommons.org/licenses/by-nc/4.0/This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/by-nc/4.0/ (https://creativecommons.org/licenses/by-nc/4.0/) ), which permits non-commercial reuse, distribution, and reproduction in any medium, provided the original work is properly cited. For commercial re-use, please contact journals.permissions@oup.com |
spellingShingle | Article Cao, Weihua Tsiatis, Anastasios A. Davidian, Marie Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data |
title | Improving efficiency and robustness of the doubly robust estimator for a
population mean with incomplete data |
title_full | Improving efficiency and robustness of the doubly robust estimator for a
population mean with incomplete data |
title_fullStr | Improving efficiency and robustness of the doubly robust estimator for a
population mean with incomplete data |
title_full_unstemmed | Improving efficiency and robustness of the doubly robust estimator for a
population mean with incomplete data |
title_short | Improving efficiency and robustness of the doubly robust estimator for a
population mean with incomplete data |
title_sort | improving efficiency and robustness of the doubly robust estimator for a
population mean with incomplete data |
topic | Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2798744/ https://www.ncbi.nlm.nih.gov/pubmed/20161511 http://dx.doi.org/10.1093/biomet/asp033 |
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