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Abstract:

We consider the doubly robust estimation of the parameters in a semiparametric conditional odds ratio model. Our estimators are consistent and asymptotically normal in a union model that assumes either of two variation independent baseline functions is correctly modelled but not necessarily both. Furthermore, when either outcome has finite support, our estimators are semiparametric efficient in the union model at the intersection submodel where both nuisance functions models are correct. For general outcomes, we obtain doubly robust estimators that are nearly efficient at the intersection submodel. Our methods are easy to implement as they do not require the use of the alternating conditional expectations algorithm of Chen (2007). 2009 Biometrika Trust.

Registro:

Documento: Artículo
Título:On doubly robust estimation in a semiparametric odds ratio model
Autor:Tchetgen Tchetgen, E.J.; Robins, J.M.; Rotnitzky, A.
Filiación:Department of Biostatistics, Harvard School of Public Health, 677 Huntington Avenue, Boston, MA 02115, United States
Department of Economics, Universidad Torcuato di Tella, Sáenz Valiente 1010, 1428 Buenos Aires, Argentina
Palabras clave:Doubly robust; Generalized odds ratio; Locally efficient; Semiparametric logistic regression
Año:2010
Volumen:97
Número:1
Página de inicio:171
Página de fin:180
DOI: http://dx.doi.org/10.1093/biomet/asp062
Título revista:Biometrika
Título revista abreviado:Biometrika
ISSN:00063444
CODEN:BIOKA
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v97_n1_p171_TchetgenTchetgen

Referencias:

  • Bickel, P., Klassen, C., Ritov, Y., Wellner, J., (1993) Efficient and Adaptive Estimation for Semiparametric Models, , New York: Springer
  • Chen, H.Y., A note on prospective analysis of outcome-dependent samples (2003) J. R. Statist. Soc. B, 65, pp. 575-584
  • Chen, H.Y., Nonparametric and semiparametric models for missing covariates in parametric regression (2004) J. Am. Statist. Assoc., 99, pp. 1176-1189
  • Chen, H.Y., A semiparametric odds ratio model for measuring association (2007) Biometrics, 63, pp. 413-421
  • Newey, W., Efficient estimation of models with conditional moment restrictions (1993) Handbook of Statistics, 4, pp. 427-461. , Ed. G. S. Maddala, C. R. Rao and H. Vinod, Amsterdam: Elsevier Science
  • Robins, J.M., Mark, S.D., Newey, W.K., Estimating exposure effects by modelling the expectation of exposure conditional on confounders (1992) Biometrics, 48, pp. 479-495
  • Robins, J.M., Rotnitzky, A., Comment on the Bickel and Kwon article, 'Inference for semiparametric models: Some questions and an answer' (2001) Statist. Sinica, 11, pp. 920-936
  • Vansteelandt, S., Vanderweele, T., Tchetgen, E.J., Robins, J.M., Semiparametric inference for statistical interactions (2008) J. Am. Statist. Assoc., 103, pp. 1693-1704

Citas:

---------- APA ----------
Tchetgen Tchetgen, E.J., Robins, J.M. & Rotnitzky, A. (2010) . On doubly robust estimation in a semiparametric odds ratio model. Biometrika, 97(1), 171-180.
http://dx.doi.org/10.1093/biomet/asp062
---------- CHICAGO ----------
Tchetgen Tchetgen, E.J., Robins, J.M., Rotnitzky, A. "On doubly robust estimation in a semiparametric odds ratio model" . Biometrika 97, no. 1 (2010) : 171-180.
http://dx.doi.org/10.1093/biomet/asp062
---------- MLA ----------
Tchetgen Tchetgen, E.J., Robins, J.M., Rotnitzky, A. "On doubly robust estimation in a semiparametric odds ratio model" . Biometrika, vol. 97, no. 1, 2010, pp. 171-180.
http://dx.doi.org/10.1093/biomet/asp062
---------- VANCOUVER ----------
Tchetgen Tchetgen, E.J., Robins, J.M., Rotnitzky, A. On doubly robust estimation in a semiparametric odds ratio model. Biometrika. 2010;97(1):171-180.
http://dx.doi.org/10.1093/biomet/asp062