Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable
From MaRDI portal
Publication:449792
DOI10.1214/07-STS227DzbMATH Open1246.62076arXiv0804.2965OpenAlexW3105930661MaRDI QIDQ449792FDOQ449792
Quanhong Lei-Gomez, Mariela Sued, James Robins, Andrea Rotnitzky
Publication date: 1 September 2012
Published in: Statistical Science (Search for Journal in Brave)
Abstract: Comment on ``Performance of Double-Robust Estimators When ``Inverse Probability Weights Are Highly Variable [arXiv:0804.2958]
Full work available at URL: https://arxiv.org/abs/0804.2965
Recommendations
- Bounded, efficient and doubly robust estimation with inverse weighting
- A note on the variance of doubly-robust G-estimators
- Robust estimation of inverse probability weights for marginal structural models
- Comment: Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- Comment: Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- A stable and more efficient doubly robust estimator
- Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
- Some Remarks about Robust Estimation of the Scale Parameter in Weighted Models
- Robust inference using inverse probability weighting
Cites Work
- A Distributional Approach for Causal Inference Using Propensity Scores
- Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
- Observational studies.
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Unified methods for censored longitudinal data and causality
- Higher order influence functions and minimax estimation of nonlinear functionals
- Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
- Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable
- Inference for imputation estimators
- Inference for semiparametric models: Some questions and an answer. (With comments)
Cited In (71)
- Balancing vs modeling approaches to weighting in practice
- Impact of discretization of the timeline for longitudinal causal inference methods
- Double robust efficient estimators of longitudinal treatment effects: comparative performance in simulations and a case study
- Double robust estimation of optimal partially adaptive treatment strategies: an application to breast cancer treatment using hormonal therapy
- A fast bootstrap algorithm for causal inference with large data
- Categorisation of continuous covariates for stratified randomisation: how should we adjust?
- A nonparametric doubly robust test for a continuous treatment effect
- Causal inference in the absence of positivity: the role of overlap weights
- Optimal probability weights for estimating causal effects of time-varying treatments with marginal structural Cox models
- A comparison of parametric propensity methods for causal inference with multiple treatments and a binary outcome
- More robust estimation of average treatment effects using kernel optimal matching in an observational study of spine surgical interventions
- A case study of the impact of data-adaptive versus model-based estimation of the propensity scores on causal inferences from three inverse probability weighting estimators
- Inverse probability weighting and doubly robust standardization in the relative survival framework
- Using longitudinal targeted maximum likelihood estimation in complex settings with dynamic interventions
- Inverse probability of treatment weighting with generalized linear outcome models for doubly robust estimation
- Data-adaptive bias-reduced doubly robust estimation
- Targeted maximum likelihood estimation using exponential families
- On stratified adjusted tests by binomial trials
- Review and comparison of treatment effect estimators using propensity and prognostic scores
- A calibration method to stabilize estimation with missing data
- Efficient Augmented Inverse Probability Weighted Estimation in Missing Data Problems
- On model selection and model misspecification in causal inference
- Improved Doubly Robust Estimation in Learning Optimal Individualized Treatment Rules
- Double robustness without weighting
- Statistical inference for data-adaptive doubly robust estimators with survival outcomes
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
- Introduction to double robust methods for incomplete data
- Semiparametric theory for causal mediation analysis: efficiency bounds, multiple robustness and sensitivity analysis
- Semiparametric estimation in regression with missing covariates using single-index models
- A cross-validation deletion-substitution-addition model selection algorithm: application to marginal structural models
- Doubly robust estimator for indirectly standardized mortality ratios
- Evaluating the Effect of Early Versus Late ARV Regimen Change if Failure on an Initial Regimen: Results From the AIDS Clinical Trials Group Study A5095
- Comparing the performance of statistical methods that generalize effect estimates from randomized controlled trials to much larger target populations
- Efficient, doubly robust estimation of the effect of dose switching for switchers in a randomized clinical trial
- Efficient estimation of quantiles in missing data models
- Identification, Semiparametric Efficiency, and Quadruply Robust Estimation in Mediation Analysis with Treatment-Induced Confounding
- A further study of the multiply robust estimator in missing data analysis
- Discussions
- Efficient and Robust Methods for Causally Interpretable Meta-Analysis: Transporting Inferences from Multiple Randomized Trials to a Target Population
- Causal Inference on Quantiles with an Obstetric Application
- Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data
- Model-Robust Inference for Clinical Trials that Improve Precision by Stratified Randomization and Covariate Adjustment
- Robust location estimation with missing data
- Mean estimation with data missing at random for functional covariables
- Model averaged double robust estimation
- Comment: Inference after covariate-adaptive randomisation: aspects of methodology and theory
- A comparison study of nonparametric imputation methods
- Bayesian approach for addressing differential covariate measurement error in propensity score methods
- Measuring model misspecification: application to propensity score methods with complex survey data
- Semiparametric double robust and efficient estimation for mean functionals with response missing at random
- A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS
- Overlap weight and propensity score residual for heterogeneous effects: a review with extensions
- Calibration Techniques Encompassing Survey Sampling, Missing Data Analysis and Causal Inference
- Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting
- An Application of Targeted Maximum Likelihood Estimation to the Meta‐Analysis of Safety Data
- Doubly robust point and variance estimation in the presence of imputed survey data
- Causal mediation analysis: from simple to more robust strategies for estimation of marginal natural (in)direct effects
- A stable and more efficient doubly robust estimator
- Large dimensional latent factor modeling with missing observations and applications to causal inference
- Improving Effect Estimates by Limiting the Variability in Inverse Propensity Score Weights
- Augmented minimax linear estimation
- Combining inverse probability weighting and multiple imputation to improve robustness of estimation
- Multiply Robust Estimation in Regression Analysis With Missing Data
- Stratified doubly robust estimators for the average causal effect
- Optimal Covariate Balancing Conditions in Propensity Score Estimation
- Same root different leaves: time series and cross-sectional methods in panel data
- Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable
- Extending inferences from a randomized trial to a new target population
- Model misspecification and bias for inverse probability weighting estimators of average causal effects
- A weighting analogue to pair matching in propensity score analysis
- Matching on Generalized Propensity Scores with Continuous Exposures
This page was built for publication: Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449792)
