On doubly robust estimation for logistic partially linear models
From MaRDI portal
Publication:2273735
Abstract: Consider a logistic partially linear model, in which the logit of the mean of a binary response is related to a linear function of some covariates and a nonparametric function of other covariates. We derive simple, doubly robust estimators of coefficient for the covariates in the linear component of the partially linear model. Such estimators remain consistent if either a nuisance model is correctly specified for the nonparametric component, or another nuisance model is correctly specified for the means of the covariates of interest given other covariates and the response at a fixed value. In previous works, conditional density models are needed for the latter purposes unless a scalar, binary covariate is handled. We also propose two specific doubly robust estimators: one is locally-efficient like in our class of doubly robust estimators and the other is numerically and statistically simpler and can achieve reasonable efficiency especially when the true coefficients are close to 0.
Recommendations
- On doubly robust estimation in a semiparametric odds ratio model
- Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
- Bias-reduced doubly robust estimation
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Robust estimates in generalized partially linear models
Cites work
- A Semiparametric Odds Ratio Model for Measuring Association
- Asymptotic efficiency in estimation with conditional moment restrictions
- Double/debiased machine learning for treatment and structural parameters
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 45540 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- On doubly robust estimation in a semiparametric odds ratio model
- Quasi-likelihood Estimation in Semiparametric Models
- Regularized calibrated estimation of propensity scores with model misspecification and high-dimensional data
- Robust inference on average treatment effects with possibly more covariates than observations
Cited in
(12)- Robust semiparametric inference for polytomous logistic regression with complex survey design
- Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data
- L-logistic regression models: prior sensitivity analysis, robustness to outliers and applications
- Asymptotic properties of a double penalized maximum likelihood estimator in logistic regres\-sion
- Doubly misspecified models
- Doubly robust estimation with the R package \texttt{drgee}
- Robust restricted Liu estimator in censored semiparametric linear models
- Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
- On doubly robust estimation in a semiparametric odds ratio model
- Semiparametric Inference for Nonmonotone Missing-Not-at-Random Data: The No Self-Censoring Model
- Debiased machine learning for logistic partially linear mediation models with high-dimensional confounders
- Model-assisted sensitivity analysis for treatment effects under unmeasured confounding via regularized calibrated estimation
This page was built for publication: On doubly robust estimation for logistic partially linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2273735)
