Doubly robust regression analysis for data fusion

DOI10.5705/SS.202018.0334MaRDI QIDQ5155188zbMATH OpenOpenAlexFDO

Authors Katherine J. Evans, Baoluo Sun, Eric J. Tchetgen Tchetgen, James Robins

Publication date 6 October 2021

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.07309

zbMATH Keywords

data fusiondoubly robust

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Statistical aspects of big data and data science (62R07)

Abstract: This paper investigates the problem of making inference about a parametric model for the regression of an outcome variable $Y$ on covariates $(V,L)$ when data are fused from two separate sources, one which contains information only on $(V,Y)$ while the other contains information only on covariates. This data fusion setting may be viewed as an extreme form of missing data in which the probability of observing complete data $(V,L,Y)$ on any given subject is zero. We have developed a large class of semiparametric estimators, which includes doubly robust estimators, of the regression coefficients in fused data. The proposed method is DR in that it is consistent and asymptotically normal if, in addition to the model of interest, we correctly specify a model for either the data source process under an ignorability assumption, or the distribution of unobserved covariates. We evaluate the performance of our various estimators via an extensive simulation study, and apply the proposed methods to investigate the relationship between net asset value and total expenditure among U.S. households in 1998, while controlling for potential confounders including income and other demographic variables.

Recommendations

• A fusion of least squares and empirical likelihood for regression models with a missing binary covariate
• Doubly Robust Estimation in Missing Data and Causal Inference Models
• Multiply robust estimation in regression analysis with missing data
• Doubly robust empirical likelihood inference in covariate-missing data problems
• On semiparametric instrumental variable estimation of average treatment effects through data fusion

Cites work

• A Unified Approach to Regression Analysis Under Double-Sampling Designs
• Combining information from multiple surveys through the empirical likelihood method
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• scientific article; zbMATH DE number 3835138 (Why is no real title available?)
• scientific article; zbMATH DE number 1294360 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• scientific article; zbMATH DE number 739536 (Why is no real title available?)
• scientific article; zbMATH DE number 2140075 (Why is no real title available?)
• Maximum likelihood estimation for mixed continuous and categorical data with missing values
• Multivariate Correlation Models with Mixed Discrete and Continuous Variables
• On doubly robust estimation in a semiparametric odds ratio model
• Statistical Matching
• The semiparametric case-only estimator

Cited in

(5)

• Semiparametric inference for merged data from multiple data sources
• Calibrated regression estimation using empirical likelihood under data fusion
• Mediation analysis using incomplete information from publicly available data sources
• Efficient and multiply robust risk estimation under general forms of dataset shift
• Efficiency-improved doubly robust estimation with non-confounding predictive covariates

Describes a project that uses

Uses Software

• BB

This page was built for publication: Doubly robust regression analysis for data fusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5155188)