Cargando…

Multiple robustness in factorized likelihood models

We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the au...

Descripción completa

Detalles Bibliográficos
Autores principales: Molina, J., Rotnitzky, A., Sued, M., Robins, J. M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Oxford University Press 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5793686/
https://www.ncbi.nlm.nih.gov/pubmed/29430033
http://dx.doi.org/10.1093/biomet/asx027
_version_ 1783297008796172288
author Molina, J.
Rotnitzky, A.
Sued, M.
Robins, J. M.
author_facet Molina, J.
Rotnitzky, A.
Sued, M.
Robins, J. M.
author_sort Molina, J.
collection PubMed
description We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct.
format Online
Article
Text
id pubmed-5793686
institution National Center for Biotechnology Information
language English
publishDate 2017
publisher Oxford University Press
record_format MEDLINE/PubMed
spelling pubmed-57936862018-09-01 Multiple robustness in factorized likelihood models Molina, J. Rotnitzky, A. Sued, M. Robins, J. M. Biometrika Articles We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct. Oxford University Press 2017-09 2017-06-15 /pmc/articles/PMC5793686/ /pubmed/29430033 http://dx.doi.org/10.1093/biomet/asx027 Text en © 2017 Biometrika Trust
spellingShingle Articles
Molina, J.
Rotnitzky, A.
Sued, M.
Robins, J. M.
Multiple robustness in factorized likelihood models
title Multiple robustness in factorized likelihood models
title_full Multiple robustness in factorized likelihood models
title_fullStr Multiple robustness in factorized likelihood models
title_full_unstemmed Multiple robustness in factorized likelihood models
title_short Multiple robustness in factorized likelihood models
title_sort multiple robustness in factorized likelihood models
topic Articles
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5793686/
https://www.ncbi.nlm.nih.gov/pubmed/29430033
http://dx.doi.org/10.1093/biomet/asx027
work_keys_str_mv AT molinaj multiplerobustnessinfactorizedlikelihoodmodels
AT rotnitzkya multiplerobustnessinfactorizedlikelihoodmodels
AT suedm multiplerobustnessinfactorizedlikelihoodmodels
AT robinsjm multiplerobustnessinfactorizedlikelihoodmodels