least square;
model averaging;
semiparametric efficiency;
D O I:
10.1002/sta4.24
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
A multiply robust estimator for a missing response problem is recently proposed that is more robust than doubly robust estimators proposed in the literature. Its formulation is based on empirical likelihood, which solves an implicit Lagrangian equation and often encounters computational problems such as multiple roots or nonconvergence. An alternative multiply robust estimator is proposed, which is computed by least squares and can be implemented easily in practice. We show that this multiply robust estimator is locally semiparametric efficient. Copyright (C) 2013 John Wiley & Sons, Ltd.
机构:
Cornell Univ, Weill Med Coll, Dept Publ Hlth, Div Biostat & Epidemiol, New York, NY 10021 USACornell Univ, Weill Med Coll, Dept Publ Hlth, Div Biostat & Epidemiol, New York, NY 10021 USA
机构:
Department of Health Services and PORPP, University of Washington, Box 357660, Seattle, WA 98195-7600
National Bureau of Economic Research, Cambridge, MADepartment of Health Services and PORPP, University of Washington, Box 357660, Seattle, WA 98195-7600
机构:
Cornell Univ, Weill Med Coll, Dept Publ Hlth, Div Biostat & Epidemiol, New York, NY 10021 USACornell Univ, Weill Med Coll, Dept Publ Hlth, Div Biostat & Epidemiol, New York, NY 10021 USA
机构:
Department of Health Services and PORPP, University of Washington, Box 357660, Seattle, WA 98195-7600
National Bureau of Economic Research, Cambridge, MADepartment of Health Services and PORPP, University of Washington, Box 357660, Seattle, WA 98195-7600