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Journal of Statistical Computation and Simulation Volume 85, 2015 - Issue 16
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Original Articles

A comparison of doubly robust estimators of the mean with missing data

Ye YangDepartment of Biostatistics, University of Michigan, 1415 Washington Heights, M4048F SPH II, Ann Arbor, MI48109, USACorrespondence[email protected]
&
Roderick LittleDepartment of Biostatistics, University of Michigan, 1415 Washington Heights, M4071 SPH II, Ann Arbor, MI, 48109, USA
Pages 3383-3403 | Received 13 Nov 2013, Accepted 07 Oct 2014, Published online: 31 Oct 2014

References

  • Little RJA, Vartivarian S. Does weighting for nonresponse increase the variance of survey means? Statist Can. 2005;31:161–168.
  • Little RJA, An H. Robust likelihood-based analysis of multivariate data with missing values. Statist Sinica. 2004;14:949–968.
  • Zhang G, Little RJA. A comparative study of doubly robust estimators of the mean with missing data. J Stat Comput Simul. 2011;81:2039–2058. doi: 10.1080/00949655.2010.516750
  • Robins JM, Rotnitzky A, Zhao LP. Estimation of regression coefficients when some regressors are not always observed. J Amer Statist Assoc. 1994;89:846–866. doi: 10.1080/01621459.1994.10476818
  • Cao W, Tsiatis AA, Davidian M. Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data. Biometrika. 2009;96:723–734. doi: 10.1093/biomet/asp033
  • Tsiatis AA, Davidian M. Comment on ‘Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data’. Statist Sci. 2007;22:569–573. doi: 10.1214/07-STS227B
  • Rosenbaum PR, Rubin DB. The central role of the propensity score in observational studies for causal effects. Biometrika. 1983;70:41–55. doi: 10.1093/biomet/70.1.41
  • Little RJA. Survey nonresponse adjustments for estimates of means. Int Statist Rev. 1986;54:139–157. doi: 10.2307/1403140
  • Kang DYJ, Schafer JL. Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data. Statist Sci. 2007;22:523–539. doi: 10.1214/07-STS227
  • Zhang G, Little RJA. Extensions of the penalized spline propensity prediction method of imputation. Biometrics. 2008;65:911–918. doi: 10.1111/j.1541-0420.2008.01155.x

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