A further study of the multiply robust estimator in missing data analysis
From MaRDI portal
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable
- Empirical likelihood and general estimating equations
- A note on improving the efficiency of inverse probability weighted estimator using the augmentation term
- Bounded, efficient and doubly robust estimation with inverse weighting
- 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
- A Distributional Approach for Causal Inference Using Propensity Scores
- Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses
- Empirical likelihood ratio confidence intervals for a single functional
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
- Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
- Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
- Inference for imputation estimators
- Empirical-Likelihood-Based Inference in Missing Response Problems and Its Application in Observational Studies
- Estimation with missing data: beyond double robustness
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- A Generalization of Sampling Without Replacement From a Finite Universe
