A simple multiply robust estimator for missing response problem

被引:19
作者
Chan, Kwun Chuen Gary [1 ]
机构
[1] Univ Washington, Dept Biostatist, Seattle, WA 98195 USA
关键词
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.
引用
收藏
页码:143 / 149
页数:7
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