A further study of the multiply robust estimator in missing data analysis
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Publication:2437867
DOI10.1016/j.jspi.2013.12.006zbMath1432.62073OpenAlexW1998734527MaRDI QIDQ2437867
Publication date: 13 March 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.12.006
empirical likelihooddouble robustnesspropensity scoremissing at random (MAR)extreme weightsaugmented inverse probability weighting (AIPW)
Computational methods for problems pertaining to statistics (62-08) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Missing data (62D10)
Related Items (15)
A beyond multiple robust approach for missing response problem ⋮ Estimation of the average causal effect via multiple propensity score stratification ⋮ Multiply robust subgroup identification for longitudinal data with dropouts via median regression ⋮ Multiply Robust Estimation in Regression Analysis With Missing Data ⋮ General purpose multiply robust data integration procedures for handling nonprobability samples ⋮ Calibrated regression estimation using empirical likelihood under data fusion ⋮ Multiply robust imputation procedures for zero-inflated distributions in surveys ⋮ Calibration Techniques Encompassing Survey Sampling, Missing Data Analysis and Causal Inference ⋮ Recent Developments in Dealing with Item Non‐response in Surveys: A Critical Review ⋮ A unified framework of multiply robust estimation approaches for handling incomplete data ⋮ A multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data ⋮ Empirical likelihood inference for non-randomized pretest-posttest studies with missing data ⋮ Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts ⋮ Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation ⋮ Multiply robust estimation in nonparametric regression with missing data
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