Abstract:
We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors.We are interested in a finitedimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct. © 2017 Biometrika Trust.
Registro:
Documento: |
Artículo
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Título: | Multiple robustness in factorized likelihood models |
Autor: | Molina, J.; Rotnitzky, A.; Sued, M.; Robins, J.M. |
Filiación: | Instituto de Cálculo, Universidad de Buenos Aires, Intendente Guiraldes 2160, Pabellon II, Buenos Aires, 1428, Argentina Department of Economics, Di Tella University, Figueroa Alcorta 7350, Buenos Aires, 1428, Argentina Department of Epidemiology, Harvard T. H. Chan School of Public Health0, 655 Huntington Avenue, Boston, MA 02115, United States
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Palabras clave: | Causal inference; Estimating function; Missing data; Semiparametric model |
Año: | 2017
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Volumen: | 104
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Número: | 3
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Página de inicio: | 561
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Página de fin: | 581
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DOI: |
http://dx.doi.org/10.1093/biomet/asx027 |
Título revista: | Biometrika
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Título revista abreviado: | Biometrika
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ISSN: | 00063444
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CODEN: | BIOKA
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v104_n3_p561_Molina |
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Citas:
---------- APA ----------
Molina, J., Rotnitzky, A., Sued, M. & Robins, J.M.
(2017)
. Multiple robustness in factorized likelihood models. Biometrika, 104(3), 561-581.
http://dx.doi.org/10.1093/biomet/asx027---------- CHICAGO ----------
Molina, J., Rotnitzky, A., Sued, M., Robins, J.M.
"Multiple robustness in factorized likelihood models"
. Biometrika 104, no. 3
(2017) : 561-581.
http://dx.doi.org/10.1093/biomet/asx027---------- MLA ----------
Molina, J., Rotnitzky, A., Sued, M., Robins, J.M.
"Multiple robustness in factorized likelihood models"
. Biometrika, vol. 104, no. 3, 2017, pp. 561-581.
http://dx.doi.org/10.1093/biomet/asx027---------- VANCOUVER ----------
Molina, J., Rotnitzky, A., Sued, M., Robins, J.M. Multiple robustness in factorized likelihood models. Biometrika. 2017;104(3):561-581.
http://dx.doi.org/10.1093/biomet/asx027