Calibrated regression estimation using empirical likelihood under data fusion

DOI10.1016/J.CSDA.2023.107871MaRDI QIDQ6071722zbMATH OpenOpenAlexFDO

Authors Wei Li, Shanshan Luo, Wangli Xu

Publication date 28 November 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2204.02657

zbMATH Keywords

data fusiondouble robustnessempirical likelihoodmodel calibrationmultiple models

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric estimation (62G05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data is observed for any subject. We consider a regression analysis when the outcome variable and some covariates are collected from two different sources. By leveraging the common variables observed in both data sets, doubly robust estimation procedures are proposed in the literature to protect against possible model misspecifications. However, they employ only a single propensity score model for the data fusion process and a single imputation model for the covariates available in one data set. It may be questionable to assume that either model is correctly specified in practice. We therefore propose an approach that calibrates multiple propensity score and imputation models to gain more protection based on empirical likelihood methods. The resulting estimator is consistent when any one of those models is correctly specified and is robust against extreme values of the fitted propensity scores. We also establish its asymptotic normality property and discuss the semiparametric estimation efficiency. Simulation studies show that the proposed estimator has substantial advantages over existing doubly robust estimators, and an assembled U.S. household expenditure data example is used for illustration.

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Cited in

(1)

• Identification and Multiply Robust Estimation of Causal Effects via Instrumental Variables from An Auxiliary Population

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