On doubly robust estimation for logistic partially linear models

Zhiqiang Tan

Statistics & Probability Letters, 2019, vol. 155, issue C, -

Abstract: Consider a logistic partially linear model, in which the logit of the mean of a binary response is related to a linear function of some covariates and a nonparametric function of other covariates. We derive simple, doubly robust estimators of coefficients in the linear component. Such estimators remain consistent if either a nuisance model is correctly specified for the nonparametric component, or another nuisance model is correctly specified for the means of the covariates of interest given other covariates and the response at a fixed value.

Keywords: Double robustness; Local efficiency; Logistic models; Odds ratio; Partially linear models; Semiparametric models (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2019.108577

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