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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
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
Palabras clave:Causal inference; Estimating function; Missing data; Semiparametric model
Año:2017
Volumen:104
Número:3
Página de inicio:561
Página de fin:581
DOI: http://dx.doi.org/10.1093/biomet/asx027
Título revista:Biometrika
Título revista abreviado:Biometrika
ISSN:00063444
CODEN:BIOKA
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