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Semiparametric double robust and efficient estimation for mean functionals with response missing at random

Xu Guo (), Yun Fang, Xuehu Zhu, Wangli Xu and Lixing Zhu

Computational Statistics & Data Analysis, 2018, vol. 128, issue C, 325-339

Abstract: Under dimension reduction structure, several semiparametric estimators for the mean of missing response are proposed, which can efficiently deal with the dimensionality problem. Specifically, a generalized version of Augmented Inverse Probability Weighting estimator (AIPW) is proposed and its double robustness, estimation consistency and asymptotic efficiency are investigated. A generalized version of Inverse Probability Weighting (IPW) estimator is also introduced. An asymptotic efficiency reduction phenomenon occurs in the sense that the IPW estimator with the true selection probability is asymptotically less efficient than the one with an estimated selection probability. Besides, two partial imputation and two complete imputation estimators are discussed. We further systematically investigate the comparisons among these estimators in theory. Several simulation studies and a real data analysis are conducted for performance examination and illustration.

Keywords: Dimension reduction; Double robustness; Inverse probability weighting; Missing at random (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.csda.2018.07.017

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Handle: RePEc:eee:csdana:v:128:y:2018:i:c:p:325-339