Doubly robust semiparametric estimation for the missing censoring indicator model

Document Type

Article

Publication Date

1-13-2010

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. © 2009 Elsevier B.V. All rights reserved.

Identifier

77049087767 (Scopus)

Publication Title

Statistics and Probability Letters

External Full Text Location

https://doi.org/10.1016/j.spl.2009.12.019

ISSN

01677152

First Page

621

Last Page

630

Issue

7-8

Volume

80

This document is currently not available here.

Share

COinS