Multiple robustness in factorized likelihood models
We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors.We are interested in a finitedimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxi...
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Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00063444_v104_n3_p561_Molina |
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todo:paper_00063444_v104_n3_p561_Molina2023-10-03T14:05:00Z Multiple robustness in factorized likelihood models Molina, J. Rotnitzky, A. Sued, M. Robins, J.M. Causal inference Estimating function Missing data Semiparametric model We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors.We are interested in a finitedimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct. © 2017 Biometrika Trust. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_00063444_v104_n3_p561_Molina |
institution |
Universidad de Buenos Aires |
institution_str |
I-28 |
repository_str |
R-134 |
collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
topic |
Causal inference Estimating function Missing data Semiparametric model |
spellingShingle |
Causal inference Estimating function Missing data Semiparametric model Molina, J. Rotnitzky, A. Sued, M. Robins, J.M. Multiple robustness in factorized likelihood models |
topic_facet |
Causal inference Estimating function Missing data Semiparametric model |
description |
We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors.We are interested in a finitedimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct. © 2017 Biometrika Trust. |
format |
JOUR |
author |
Molina, J. Rotnitzky, A. Sued, M. Robins, J.M. |
author_facet |
Molina, J. Rotnitzky, A. Sued, M. Robins, J.M. |
author_sort |
Molina, J. |
title |
Multiple robustness in factorized likelihood models |
title_short |
Multiple robustness in factorized likelihood models |
title_full |
Multiple robustness in factorized likelihood models |
title_fullStr |
Multiple robustness in factorized likelihood models |
title_full_unstemmed |
Multiple robustness in factorized likelihood models |
title_sort |
multiple robustness in factorized likelihood models |
url |
http://hdl.handle.net/20.500.12110/paper_00063444_v104_n3_p561_Molina |
work_keys_str_mv |
AT molinaj multiplerobustnessinfactorizedlikelihoodmodels AT rotnitzkya multiplerobustnessinfactorizedlikelihoodmodels AT suedm multiplerobustnessinfactorizedlikelihoodmodels AT robinsjm multiplerobustnessinfactorizedlikelihoodmodels |
_version_ |
1782029723103133696 |