Doubly robust-type estimation of population moments and parameters in biased sampling
From MaRDI portal
Publication:6541516
DOI10.1002/STA4.241MaRDI QIDQ6541516FDOQ6541516
Takahiro Hoshino, Yuya Shimizu
Publication date: 19 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- The central role of the propensity score in observational studies for causal effects
- Root-N-Consistent Semiparametric Regression
- Title not available (Why is that?)
- Shadow Prices, Market Wages, and Labor Supply
- Sample Selection Bias as a Specification Error
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- A Weighted Estimating Equation for Missing Covariate Data with Properties Similar to Maximum Likelihood
- Empirical likelihood in biased sample problems
- Microeconometrics
- Combining Panel Data Sets with Attrition and Refreshment Samples
- Missing Covariates in Generalized Linear Models When the Missing Data Mechanism is Non-ignorable
- Estimation in Partially Linear Models With Missing Covariates
- Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses
- Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling
- Nonparametric Regression With Missing Outcomes Using Weighted Kernel Estimating Equations
- Presence‐Only Data and the EM Algorithm
- Semiparametric Bayesian Analysis of Selection Models
- Biased sampling, over-identified parameter problems and beyond
- Doubly robust-type estimation for covariate adjustment in latent variable modeling
This page was built for publication: Doubly robust-type estimation of population moments and parameters in biased sampling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541516)