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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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Detalles Bibliográficos
Autores principales: Cao, Weihua, Tsiatis, Anastasios A., Davidian, Marie
Formato: Texto
Lenguaje:English
Publicado: Oxford University Press 2009
Materias:
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.
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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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