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Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data.

Publication ,  Journal Article
Cao, W; Tsiatis, AA; Davidian, M
Published in: Biometrika
September 2009

Considerable recent interest has focused on doubly robust estimators for a population mean response in the presence of incomplete data, which involve models for both the propensity score and the regression of outcome on covariates. The usual doubly robust estimator may yield severely biased inferences if neither of these models is correctly specified and can exhibit nonnegligible bias if the estimated propensity score is close to zero for some observations. We propose alternative doubly robust estimators that achieve comparable or improved performance relative to existing methods, even with some estimated propensity scores close to zero.

Duke Scholars

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Published In

Biometrika

DOI

ISSN

0006-3444

Publication Date

September 2009

Volume

96

Issue

3

Start / End Page

723 / 734

Location

England

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0103 Numerical and Computational Mathematics
 

Citation

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Cao, W., Tsiatis, A. A., & Davidian, M. (2009). Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data. Biometrika, 96(3), 723–734. https://doi.org/10.1093/biomet/asp033
Cao, Weihua, Anastasios A. Tsiatis, and Marie Davidian. “Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data.Biometrika 96, no. 3 (September 2009): 723–34. https://doi.org/10.1093/biomet/asp033.
Cao, Weihua, et al. “Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data.Biometrika, vol. 96, no. 3, Sept. 2009, pp. 723–34. Pubmed, doi:10.1093/biomet/asp033.
Journal cover image

Published In

Biometrika

DOI

ISSN

0006-3444

Publication Date

September 2009

Volume

96

Issue

3

Start / End Page

723 / 734

Location

England

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0103 Numerical and Computational Mathematics