Doubly robust estimation in missing data and causal inference models |
| |
Authors: | Bang Heejung Robins James M |
| |
Affiliation: | Division of Biostatistics and Epidemiology, Department of Public Health, Weill Medical College of Cornell University, New York, New York 10021, USA. heb2013@med.cornell.edu |
| |
Abstract: | The goal of this article is to construct doubly robust (DR) estimators in ignorable missing data and causal inference models. In a missing data model, an estimator is DR if it remains consistent when either (but not necessarily both) a model for the missingness mechanism or a model for the distribution of the complete data is correctly specified. Because with observational data one can never be sure that either a missingness model or a complete data model is correct, perhaps the best that can be hoped for is to find a DR estimator. DR estimators, in contrast to standard likelihood-based or (nonaugmented) inverse probability-weighted estimators, give the analyst two chances, instead of only one, to make a valid inference. In a causal inference model, an estimator is DR if it remains consistent when either a model for the treatment assignment mechanism or a model for the distribution of the counterfactual data is correctly specified. Because with observational data one can never be sure that a model for the treatment assignment mechanism or a model for the counterfactual data is correct, inference based on DR estimators should improve upon previous approaches. Indeed, we present the results of simulation studies which demonstrate that the finite sample performance of DR estimators is as impressive as theory would predict. The proposed method is applied to a cardiovascular clinical trial. |
| |
Keywords: | Causal inference Doubly robust estimation Longitudinal data Marginal structural model Missing data Semiparametrics |
本文献已被 PubMed 等数据库收录! |
|