Multiply Robust Estimation in Regression Analysis With Missing Data

DOI10.1080/01621459.2014.880058zbMath1368.62279OpenAlexW1972527975MaRDI QIDQ4975567

Peisong Han

Publication date: 7 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2014.880058

zbMATH Keywords

empirical likelihooddouble robustnessestimating functionsmissing at random (MAR)extreme weightsaugmented inverse probability weighting (AIPW)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (43)

Bayesian semiparametric modeling of response mechanism for nonignorable missing data ⋮ A beyond multiple robust approach for missing response problem ⋮ Optimal treatment regimes for competing risk data using doubly robust outcome weighted learning with bi-level variable selection ⋮ Ensemble and calibration multiply robust estimation for quantile treatment effect ⋮ Data Integration with Oracle Use of External Information from Heterogeneous Populations ⋮ A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse ⋮ A fusion of least squares and empirical likelihood for regression models with a missing binary covariate ⋮ Multiple robustness estimation in causal inference ⋮ Double robust estimator in general treatment regimes based on Covariate-balancing ⋮ Jackknife empirical likelihood method for multiply robust estimation with missing data ⋮ Multiply robust subgroup identification for longitudinal data with dropouts via median regression ⋮ Cross-validation-based model averaging in linear models with response missing at random ⋮ Robust estimation of models for longitudinal data with dropouts and outliers ⋮ Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study ⋮ General purpose multiply robust data integration procedures for handling nonprobability samples ⋮ Robust quasi‐randomization‐based estimation with ensemble learning for missing data ⋮ On distance based goodness of fit tests for missing data when missing occurs at random ⋮ Calibrated regression estimation using empirical likelihood under data fusion ⋮ Multiply robust estimation of the average treatment effect with missing outcomes ⋮ A multiple robust propensity score method for longitudinal analysis with intermittent missing data ⋮ 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 multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data ⋮ A unified empirical likelihood approach for testing MCAR and subsequent estimation ⋮ Diagnostic test meta-analysis by empirical likelihood under a Copas-like selection model ⋮ Unified approach for regression models with nonmonotone missing at random data ⋮ Empirical likelihood inference for non-randomized pretest-posttest studies with missing data ⋮ Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts ⋮ Calibration estimation of semiparametric copula models with data missing at random ⋮ Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data ⋮ M-estimation with incomplete and dependent multivariate data ⋮ Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation ⋮ Robust estimation for moment condition models with data missing not at random ⋮ Semiparametric optimal estimation with nonignorable nonresponse data ⋮ Multiply robust estimation in nonparametric regression with missing data ⋮ Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables ⋮ Model assessment in dynamic treatment regimen estimation via double robustness ⋮ Empirical likelihood meta-analysis with publication bias correction under copas-like selection model ⋮ A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables ⋮ Doubly robust estimation in causal inference with missing outcomes: with an application to the aerobics center longitudinal study ⋮ Semiparametric estimation in regression with missing covariates using single-index models ⋮ Comments on: ``Deville and Särndal's calibration: revisiting a 25 years old successful optimization problem

Cites Work

• 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
• Comment: Understanding OR, PS and DR
• Empirical likelihood for estimating equations with missing values
• Empirical likelihood and general estimating equations
• Auxiliary outcome data and the mean score method
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• A further study of the multiply robust estimator in missing data analysis
• Semiparametric theory and missing data.
• Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder)
• Bounded, efficient and doubly robust estimation with inverse weighting
• Multiple imputation in quantile regression
• 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
• Empirical Likelihood in Missing Data Problems
• 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
• Improving Efficiency of Inferences in Randomized Clinical Trials Using Auxiliary Covariates
• Improving Semiparametric Estimation by Using Surrogate Data
• Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses
• Median Regression Models for Longitudinal Data with Dropouts
• Empirical likelihood ratio confidence intervals for a single functional
• Semiparametric regression estimation in the presence of dependent censoring
• Inference using surrogate outcome data and a validation sample
• Regression Quantiles
• Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
• Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
• Semiparametric efficient estimation for the auxiliary outcome problem with the conditional mean model
• Inference for imputation estimators
• Nonparametric Regression With Missing Outcomes Using Weighted Kernel Estimating Equations
• Estimation with missing data: beyond double robustness
• Maximum Likelihood Estimation of Misspecified Models

This page was built for publication: Multiply Robust Estimation in Regression Analysis With Missing Data