On doubly robust estimation in a semiparametric odds ratio model

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. Fu...

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Publicado: 2010
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Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v97_n1_p171_TchetgenTchetgen
http://hdl.handle.net/20.500.12110/paper_00063444_v97_n1_p171_TchetgenTchetgen
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id paper:paper_00063444_v97_n1_p171_TchetgenTchetgen
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spelling paper:paper_00063444_v97_n1_p171_TchetgenTchetgen2023-06-08T14:31:11Z On doubly robust estimation in a semiparametric odds ratio model Doubly robust Generalized odds ratio Locally efficient Semiparametric logistic regression 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. 2010 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v97_n1_p171_TchetgenTchetgen http://hdl.handle.net/20.500.12110/paper_00063444_v97_n1_p171_TchetgenTchetgen
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Doubly robust
Generalized odds ratio
Locally efficient
Semiparametric logistic regression
spellingShingle Doubly robust
Generalized odds ratio
Locally efficient
Semiparametric logistic regression
On doubly robust estimation in a semiparametric odds ratio model
topic_facet Doubly robust
Generalized odds ratio
Locally efficient
Semiparametric logistic regression
description 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.
title On doubly robust estimation in a semiparametric odds ratio model
title_short On doubly robust estimation in a semiparametric odds ratio model
title_full On doubly robust estimation in a semiparametric odds ratio model
title_fullStr On doubly robust estimation in a semiparametric odds ratio model
title_full_unstemmed On doubly robust estimation in a semiparametric odds ratio model
title_sort on doubly robust estimation in a semiparametric odds ratio model
publishDate 2010
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v97_n1_p171_TchetgenTchetgen
http://hdl.handle.net/20.500.12110/paper_00063444_v97_n1_p171_TchetgenTchetgen
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