使用加权核估计方程对缺失结果进行非参数回归
Nonparametric Regression With Missing Outcomes Using Weighted Kernel Estimating Equations.
作者信息
Wang Lu, Rotnitzky Andrea, Lin Xihong
机构信息
Department of Biostatistics, University of Michigan, Ann Arbor, MI 48109.
出版信息
J Am Stat Assoc. 2010 Sep;105(491):1135-1146. doi: 10.1198/jasa.2010.tm08463. Epub 2012 Jan 1.
We consider nonparametric regression of a scalar outcome on a covariate when the outcome is missing at random (MAR) given the covariate and other observed auxiliary variables. We propose a class of augmented inverse probability weighted (AIPW) kernel estimating equations for nonparametric regression under MAR. We show that AIPW kernel estimators are consistent when the probability that the outcome is observed, that is, the selection probability, is either known by design or estimated under a correctly specified model. In addition, we show that a specific AIPW kernel estimator in our class that employs the fitted values from a model for the conditional mean of the outcome given covariates and auxiliaries is double-robust, that is, it remains consistent if this model is correctly specified even if the selection probabilities are modeled or specified incorrectly. Furthermore, when both models happen to be right, this double-robust estimator attains the smallest possible asymptotic variance of all AIPW kernel estimators and maximally extracts the information in the auxiliary variables. We also describe a simple correction to the AIPW kernel estimating equations that while preserving double-robustness it ensures efficiency improvement over nonaugmented IPW estimation when the selection model is correctly specified regardless of the validity of the second model used in the augmentation term. We perform simulations to evaluate the finite sample performance of the proposed estimators, and apply the methods to the analysis of the AIDS Costs and Services Utilization Survey data. Technical proofs are available online.
当给定协变量和其他观测到的辅助变量时,标量结果是随机缺失(MAR)的情况下,我们考虑协变量上标量结果的非参数回归。我们提出了一类用于MAR下非参数回归的增强逆概率加权(AIPW)核估计方程。我们表明,当结果被观测到的概率(即选择概率)通过设计已知或在正确设定的模型下估计时,AIPW核估计量是一致的。此外,我们表明我们类中的一个特定AIPW核估计量,它使用来自给定协变量和辅助变量的结果条件均值模型的拟合值,具有双重稳健性,也就是说,如果这个模型被正确设定,即使选择概率被错误地建模或设定,它仍然是一致的。此外,当两个模型都恰好正确时,这个双重稳健估计量在所有AIPW核估计量中达到最小的渐近方差,并最大程度地提取辅助变量中的信息。我们还描述了对AIPW核估计方程的一个简单修正,该修正虽然保持双重稳健性,但当选择模型被正确设定时,无论在增强项中使用的第二个模型是否有效,它都能确保相对于非增强IPW估计提高效率。我们进行模拟以评估所提出估计量的有限样本性能,并将这些方法应用于艾滋病成本与服务利用调查数据的分析。技术证明可在网上获取。