Semiparametric estimation for inverse density weighted expectations when responses are missing at random

Xuewen Lu, Heng Lian and Wanrong Liu

Journal of Nonparametric Statistics, 2012, vol. 24, issue 1, 139-152

Abstract: When responses are missing at random, we consider semiparametric estimation of inverse density weighted expectations, or equivalently, integrals of conditional expectations. An inverse probability weighted estimator and a full propensity score weighted estimator are proposed and shown to be asymptotically normal. The two estimators are asymptotically equivalent and achieve the semiparametric efficiency bound. The performances of the estimators are investigated and compared with simulation studies and a real data example.

Date: 2012
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DOI: 10.1080/10485252.2011.599385

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