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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Autores principales: Molina, J., Rotnitzky, A., Sued, M., Robins, J.M.
Formato: JOUR
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Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00063444_v104_n3_p561_Molina
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spelling 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
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