Rotnitzky Andrea, Lei Quanhong, Sued Mariela, Robins James M
Di Tella University, Saenz Valiente 1010, Buenos Aires 14281, Argentina ,
Biometrika. 2012 Jun;99(2):439-456. doi: 10.1093/biomet/ass013. Epub 2012 Apr 29.
Recently proposed double-robust estimators for a population mean from incomplete data and for a finite number of counterfactual means can have much higher efficiency than the usual double-robust estimators under misspecification of the outcome model. In this paper, we derive a new class of double-robust estimators for the parameters of regression models with incomplete cross-sectional or longitudinal data, and of marginal structural mean models for cross-sectional data with similar efficiency properties. Unlike the recent proposals, our estimators solve outcome regression estimating equations. In a simulation study, the new estimator shows improvements in variance relative to the standard double-robust estimator that are in agreement with those suggested by asymptotic theory.
最近提出的用于从不完全数据估计总体均值以及有限数量反事实均值的双稳健估计量,在结果模型设定错误的情况下,可能比通常的双稳健估计量具有更高的效率。在本文中,我们针对具有不完全横截面或纵向数据的回归模型参数以及具有类似效率特性的横截面数据的边际结构均值模型,推导了一类新的双稳健估计量。与最近的提议不同,我们的估计量求解结果回归估计方程。在一项模拟研究中,新估计量相对于标准双稳健估计量在方差方面有所改进,这与渐近理论所表明的情况一致。
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