Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152662 | Statistics & Probability Letters | 2010 | 10 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Sundarraman Subramanian, Dipankar Bandyopadhyay,