Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data

Weihua Cao, Anastasios A. Tsiatis and Marie Davidian

Biometrika, 2009, vol. 96, issue 3, 723-734

Abstract: Considerable recent interest has focused on doubly robust estimators for a population mean response in the presence of incomplete data, which involve models for both the propensity score and the regression of outcome on covariates. The usual doubly robust estimator may yield severely biased inferences if neither of these models is correctly specified and can exhibit nonnegligible bias if the estimated propensity score is close to zero for some observations. We propose alternative doubly robust estimators that achieve comparable or improved performance relative to existing methods, even with some estimated propensity scores close to zero. Copyright 2009, Oxford University Press.

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (68)

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/asp033 (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:96:y:2009:i:3:p:723-734

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().