کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152662 1489904 2010 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Doubly robust semiparametric estimation for the missing censoring indicator model
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Doubly robust semiparametric estimation for the missing censoring indicator model
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 7–8, 1–15 April 2010, Pages 621–630
نویسندگان
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