Multiply robust estimation in regression analysis with missing data
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Cites work
- A Distributional Approach for Causal Inference Using Propensity Scores
- A further study of the multiply robust estimator in missing data analysis
- A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
- Auxiliary outcome data and the mean score method
- Bounded, efficient and doubly robust estimation with inverse weighting
- Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable
- Comment: Understanding OR, PS and DR
- Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses
- Empirical likelihood and general estimating equations
- Empirical likelihood for estimating equations with missing values
- Empirical likelihood in missing data problems
- Empirical likelihood ratio confidence intervals for a single functional
- Estimation with missing data: beyond double robustness
- scientific article; zbMATH DE number 3994822 (Why is no real title available?)
- Improved double-robust estimation in missing data and causal inference models
- Improved doubly robust estimation when data are monotonely coarsened, with application to longitudinal studies with dropout
- Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data
- Improving Efficiency of Inferences in Randomized Clinical Trials Using Auxiliary Covariates
- Improving Semiparametric Estimation by Using Surrogate Data
- Inference for imputation estimators
- Inference using surrogate outcome data and a validation sample
- Maximum Likelihood Estimation of Misspecified Models
- Median Regression Models for Longitudinal Data with Dropouts
- Multiple imputation in quantile regression
- Nonparametric regression with missing outcomes using weighted kernel estimating equations
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Regression Quantiles
- Semiparametric efficient estimation for the auxiliary outcome problem with the conditional mean model
- Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder)
- Semiparametric regression estimation in the presence of dependent censoring
- Semiparametric theory and missing data.
- Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
Cited in
(83)- M-estimation with incomplete and dependent multivariate data
- Combining inverse probability weighting and multiple imputation to improve robustness of estimation
- A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse
- Jackknife empirical likelihood method for multiply robust estimation with missing data
- Multiply robust imputation procedures for zero-inflated distributions in surveys
- Empirical likelihood inference for non-randomized pretest-posttest studies with missing data
- Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data
- Semiparametric optimal estimation with nonignorable nonresponse data
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
- Empirical likelihood meta-analysis with publication bias correction under copas-like selection model
- A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables
- Doubly robust estimation in causal inference with missing outcomes: with an application to the aerobics center longitudinal study
- Bayesian semiparametric modeling of response mechanism for nonignorable missing data
- Diagnostic test meta-analysis by empirical likelihood under a Copas-like selection model
- Unified approach for regression models with nonmonotone missing at random data
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
- Calibration estimation of semiparametric copula models with data missing at random
- Robust estimation for moment condition models with data missing not at random
- Semiparametric estimation in regression with missing covariates using single-index models
- A further study of the multiply robust estimator in missing data analysis
- Multiply robust subgroup identification for longitudinal data with dropouts via median regression
- Cross-validation-based model averaging in linear models with response missing at random
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
- Model assessment in dynamic treatment regimen estimation via double robustness
- A fusion of least squares and empirical likelihood for regression models with a missing binary covariate
- A method for increasing the robustness of multiple imputation
- Calibration and Multiple Robustness When Data Are Missing Not At Random
- A unified empirical likelihood approach for testing MCAR and subsequent estimation
- Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
- Multiply robust estimators of causal effects for survival outcomes
- Ensemble and calibration multiply robust estimation for quantile treatment effect
- Data Integration with Oracle Use of External Information from Heterogeneous Populations
- Multiple robustness estimation in causal inference
- Double robust estimator in general treatment regimes based on Covariate-balancing
- Robust estimation of models for longitudinal data with dropouts and outliers
- A multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data
- Demystifying a class of multiply robust estimators
- Doubly robust regression analysis for data fusion
- Multiply robust estimation in nonparametric regression with missing data
- Comments on: ``Deville and Särndal's calibration: revisiting a 25 years old successful optimization problem
- General purpose multiply robust data integration procedures for handling nonprobability samples
- Robust quasi‐randomization‐based estimation with ensemble learning for missing data
- On distance based goodness of fit tests for missing data when missing occurs at random
- Calibrated regression estimation using empirical likelihood under data fusion
- Multiply robust estimation of the average treatment effect with missing outcomes
- A multiple robust propensity score method for longitudinal analysis with intermittent missing data
- 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 calibration method to stabilize estimation with missing data
- Doubly weighted mean score estimating functions with a partially observed effect modifier
- Interim monitoring of sequential multiple assignment randomized trials using partial information
- An efficient data integration scheme for synthesizing information from multiple secondary datasets for the parameter inference of the main analysis
- Robust causal inference of drug-drug interactions
- Regression Analysis with Individual-Specific Patterns of Missing Covariates
- Multiply robust generalized estimating equations for cluster randomized trials with missing outcomes
- Improving main analysis by borrowing information from auxiliary data
- Quantile regression and empirical likelihood for the analysis of longitudinal data with monotone missing responses due to dropout, with applications to quality of life measurements from clinical trials
- Estimating the marginal hazard ratio by simultaneously using a set of propensity score models: a multiply robust approach
- Multiply robust subgroup analysis based on a single-index threshold linear marginal model for longitudinal data with dropouts
- Efficient multiply robust imputation in the presence of influential units in surveys
- Multiply robust estimation of quantile treatment effects with missing responses
- Doubly robust estimation for quantile treatment effect
- Efficient multiple-robust estimation for nonresponse data under informative sampling
- Multiply robust estimation for general multivalued treatment effects with missing outcomes
- Multiply robust estimation for partially linear additive quantile model with missing data
- Multiple bias calibration for valid statistical inference under nonignorable nonresponse
- Doubly robust criterion for causal inference
- Robust structural equation modeling with missing data and auxiliary variables
- Integrated exclusive hypothesis test for response missing at random
- Robust inference for censored quantile regression
- Multiple-Model-based Robust Estimation of Causal Treatment Effect on a Binary Outcome with Integrated Information from Secondary Outcomes
- Multiply robust Bayesian procedures for causal inference problems
- Weighting, informativeness and causal inference, with an application to rainfall enhancement
- Regularized inverse covariance estimation for longitudinal data with informative dropout
- Efficient estimation for the multivariate Cox model with missing covariates
- Pseudo-empirical likelihood methods for causal inference
- Integrating external summary information under population heterogeneity and information uncertainty
- The Effect of Alcohol Intake on Brain White Matter Microstructural Integrity: A New Causal Inference Framework for Incomplete Phenomic Data
- Nearly optimal two-step Poisson sampling and empirical likelihood weighting estimation for M-estimation with big data
- Generalized entropy calibration for analyzing voluntary survey data
- Semiparametric model averaging for high-dimensional quantile regression with nonignorable nonresponse
- A beyond multiple robust approach for missing response problem
- Optimal treatment regimes for competing risk data using doubly robust outcome weighted learning with bi-level variable selection
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