Semiparametric theory and missing data.
causalitycoarsened dataefficient estimatormissing datarobustnesssemiparametric modelssurvival analysis
Applications of functional analysis in probability theory and statistics (46N30) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) General nonlinear regression (62J02) Censored data models (62N01)
Semiparametric models (SMs) are statistical models with finite-dimensional parameters of interest and infinite-dimensional nuisance parameters. The book under review deals with estimation for SMs with missing, coarsened, and censored data. Much of the theory is taken from a series of papers by Robins and Rotnitzky (together with colleagues) (1986--2001). The main topics of the monograph are missing at random and coarsening at random. Imputation methods and inverse probability weighted methods due to \textit{J. M. Robins} et al. [ J. Am. Stat. Assoc. 89, No. 427, 846--866 (1994; Zbl 0815.62043)] are studied in detail. The first five chapters consider SMs when missing data are absent. The semiparametric theory is developed from a geometric perspective, based on the geometry of Hilbert spaces. Missing-data mechanisms are discussed in Ch. 6 and extended to the broader class of coarsened data in Ch.~7. In Chs.~7--11 various efficient and robust estimators of parameters with missing and coarsened data are constructed, based on geometric ideas. The proposed methods can be computationally expensive, therefore in Ch. 12 some approximate methods are developed, which are easier to implement. Chap. 13 applies the methods to estimation of causal treatment effects in a point exposure study. The first chapter investigates multiple-imputation estimators for finite-dimensional parametric models. The book is very clearly and informally written. The exposition is instructive and rigorous enough. There are many important examples, oriented to biomedical applications. The monograph will be useful for graduate and post-graduate students in statistics and biostatistics, as well as researchers in statistics and survival analysis. Contents: Ch.~1, Introduction to semiparametric models; Ch.~2, Hilbert spaces for random vectors; Ch.~3, The geometry of influence functions; Ch.~4, Semiparametric models; Ch.~5, Other examples of semiparametric models; Ch.~6, Models and methods for missing data; Ch.~7, Missing and coarsening at random semiprametric models; Ch.~8, The nuisance tangent space and its orthogonal complement; Ch.~9, Augmented inverse probability weighted complete-case estimators; Ch. 10, Improving efficiency and double robustness with coarsened data; Ch.~11, Locally efficient estimators for coarsened-data semiparametric models; Ch.~12, Approximate methods for gaining efficiency; Ch.~13, Double-robust estimators of the average causal treatment effect; Ch.~14, Multiple imputation: a frequentist perspective. Note of the reviewer: A mistake in explanation is made on pp. 30, 55, and 109: for a vector function, an expansion with single intermediate point need not exist. In (7.2) the density should contain the absolute value of the Jacobian determinant.
- Estimation in semiparametric models with missing data
- Semiparametric estimation for linear models with missing data
- A semiparametric approach for analyzing nonignorable missing data
- Semiparametric estimation with missing covariates
- Semiparametric estimating equations inference with nonignorable missing data
- A revisit of semiparametric regression models with missing data
- scientific article; zbMATH DE number 819200
- Semiparametric model-based inference in the presence of missing responses
- Semiparametric Methods for Response-Selective and Missing Data Problems in Regression
- Empirical likelihood for estimating equations with missing values
- Efficient estimation in sufficient dimension reduction
- Estimation of the odds ratio in a proportional odds model with censored time-lagged outcome in a randomized clinical trial
- Clustering Data with Nonignorable Missingness using Semi-Parametric Mixture Models
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
- Combining inverse probability weighting and multiple imputation to improve robustness of estimation
- Sample rotation theory with missing data.
- Flexible modeling of survival data with covariates subject to detection limits via multiple imputation
- Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: an alternative to inverse probability weighted generalized estimating equations
- Optimal treatment regimes for survival endpoints using a locally-efficient doubly-robust estimator from a classification perspective
- Estimation of the cumulative incidence function under multiple dependent and independent censoring mechanisms
- Reweighted estimators for additive hazard model with censoring indicators missing at random
- Efficiency for heteroscedastic regression with responses missing at random
- A propensity score adjustment method for regression models with nonignorable missing covariates
- Mixtures of quantile regressions
- A semiparametric additive rates model for multivariate recurrent events with missing event categories
- Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment
- A fast imputation algorithm in quantile regression
- Semi-functional partially linear regression model with responses missing at random
- Semiparametric efficient estimators in heteroscedastic error models
- Inference about the slope in linear regression: an empirical likelihood approach
- Introduction to double robust methods for incomplete data
- Bayesian approaches for missing not at random outcome data: the role of identifying restrictions
- Unified methods for censored longitudinal data and causality
- The efficiency of the second-order nonlinear least squares estimator and its extension
- Efficient distribution estimation for data with unobserved sub-population identifiers
- Efficient parameter estimation in regression with missing responses
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- On Lasso for censored data
- Automatic grouping using smooth-threshold estimating equations
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Evaluating the impact of a HIV low-risk express care task-shifting program: a case study of the targeted learning roadmap
- Empirical likelihood inference for non-randomized pretest-posttest studies with missing data
- Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data
- Generalized partially linear single index model with measurement error, instruments and binary response
- Kernel machines for current status data
- Stein 1956: Efficient nonparametric testing and estimation
- Semiparametric optimal estimation with nonignorable nonresponse data
- Posterior predictive treatment assignment methods for causal inference in the context of time-varying treatments
- Robust inference for mediated effects in partially linear models
- Semiparametrically efficient estimation of the average linear regression function
- Maximum likelihood multiple imputation: faster imputations and consistent standard errors without posterior draws
- Data-adaptive efficient estimation strategies for biomarker studies embedded in randomized trials
- Causal inference for the effect of mobility on Covid-19 deaths
- A class of weighted estimating equations for additive hazard models with covariates missing at random
- Censored gamma regression with uncertain censoring status
- An efficient estimation for the parameter in additive partially linear models with missing covariates
- Efficient empirical likelihood inference for recovery rate of COVID19 under double-censoring
- Efficient estimation in a partially specified nonignorable propensity score model
- Model selection among dimension-reduced generalized Cox models
- Estimating mode effects from a sequential mixed-mode experiment using structural moment models
- Estimators of quantile difference between two samples with length-biased and right-censored data
- A unified study of nonparametric inference for monotone functions
- Kernel machines with missing responses
- Sharp instruments for classifying compliers and generalizing causal effects
- A note on improving the efficiency of inverse probability weighted estimator using the augmentation term
- Censored count data regression with missing censoring information
- Unified approach for regression models with nonmonotone missing at random data
- Empirical likelihood method for multivariate Cox regression
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
- A semiparametric efficient estimator in case-control studies for gene-environment independent models
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines
- Efficient estimation in single index models through smoothing splines
- A causal proportional hazards estimator under homogeneous or heterogeneous selection in an IV setting
- Non-separable models with high-dimensional data
- Optimal restricted estimation for more efficient longitudinal causal inference
- Nonparametric regression estimation for functional stationary ergodic data with missing at random
- Analysis of two-phase sampling data with semiparametric additive hazards models
- Computational aspects of the coarsening at random model and the Shapley value
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
- Approximate conditional likelihood for generalized linear models with general missing data mechanism
- Causal inference for continuous-time processes when covariates are observed only at discrete times
- Optimal variance estimation without estimating the mean function
- Semiparametric efficient estimation for partially linear single-index models with responses missing at random
- Testing for additivity in partially linear regression with possibly missing responses
- Empirical likelihood-based inferences in varying coefficient models with missing data
- What is meant by ``missing at random?
- Estimating structural mean models with multiple instrumental variables using the generalised method of moments
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
- Importance sampling imputation algorithms in quantile regression with their application in CGSS data
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters
- Efficient estimation for the heteroscedastic single-index varying coefficient models
- Optimal estimator for logistic model with distribution-free random intercept
- Semiparametric proportional mean residual life model with censoring indicators missing at random
- Locally efficient semiparametric estimators for proportional hazards models with measurement error
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- Model selection and inference for censored lifetime medical expenditures
- Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias
- Density estimation and nonparametric inferences using maximum likelihood weighted kernels
- Semiparametric proportional mean residual life model with covariates missing at random
- Efficiently estimating the error distribution in nonparametric regression with responses missing at random
- A log rank type test in observational survival studies with stratified sampling
- Inverse Probability Weighting with Missing Predictors of Treatment Assignment or Missingness
- Doubly robust empirical likelihood inference in covariate-missing data problems
- Empirical likelihood for the response mean of generalized linear models with missing at random responses
- Estimation under inequality constraints: semiparametric estimation of conditional duration models
- Testing heteroscedasticity in partially linear models with missing covariates
- A model validation procedure when covariate data are missing at random
- Global sensitivity analysis for repeated measures studies with informative drop-out: a semi-parametric approach
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