TY - JOUR
T1 - Doubly robust semiparametric estimation for the missing censoring indicator model
AU - Subramanian, Sundarraman
AU - Bandyopadhyay, Dipankar
PY - 2010
Y1 - 2010
N2 - 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.
AB - 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.
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U2 - 10.1016/j.spl.2009.12.019
DO - 10.1016/j.spl.2009.12.019
M3 - Article
AN - SCOPUS:77049087767
SN - 0167-7152
VL - 80
SP - 621
EP - 630
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 7-8
ER -