Doubly robust semiparametric estimation for the missing censoring indicator model

Sundarraman Subramanian and Dipankar Bandyopadhyay

Statistics & Probability Letters, 2010, vol. 80, issue 7-8, 621-630

Abstract: We present a semiparametric analysis of an augmented inverse probability of non-missingness weighted (AIPW) estimator of a survival function for the missing censoring indicator model. Although the estimator is asymptotically less efficient than a Dikta semiparametric estimator, its advantage is the insulation that it offers against inconsistency due to misspecification. We present theoretical and numerical comparisons of the asymptotic variances when there is no misspecification. In addition, we derive the asymptotic variance of the AIPW estimator when there is partial misspecification. We also present a numerical robustness study that confirms the superiority of the AIPW estimator when there is misspecification.

Date: 2010
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