A further study of the multiply robust estimator in missing data analysis
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Publication:2437867
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Cites work
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- A Generalization of Sampling Without Replacement From a Finite Universe
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- Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
- Bounded, efficient and doubly robust estimation with inverse weighting
- Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable
- 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
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- Empirical likelihood ratio confidence intervals for a single functional
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- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Estimation with missing data: beyond double robustness
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- scientific article; zbMATH DE number 1834445 (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
- Inference for imputation estimators
- Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
Cited in
(27)- Combining inverse probability weighting and multiple imputation to improve robustness of estimation
- 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
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
- Multiply robust subgroup identification for longitudinal data with dropouts via median regression
- Calibration and Multiple Robustness When Data Are Missing Not At Random
- Estimation of the average causal effect via multiple propensity score stratification
- Multiply robust estimation in regression analysis with missing data
- A multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data
- Demystifying a class of multiply robust estimators
- Multiply robust estimation in nonparametric regression with missing data
- A comparative study of doubly robust estimators of the mean 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 estimation of the average treatment effect with missing outcomes
- 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 calibration method to stabilize estimation with missing data
- Robust causal inference of drug-drug interactions
- Estimating the marginal hazard ratio by simultaneously using a set of propensity score models: a multiply robust approach
- Efficient multiply robust imputation in the presence of influential units in surveys
- 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
- Pseudo-empirical likelihood methods for causal inference
- A beyond multiple robust approach for missing response problem
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