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A simple multiply robust estimator for missing response problem
Author(s) -
Chan Kwun Chuen Gary
Publication year - 2013
Publication title -
stat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.61
H-Index - 18
ISSN - 2049-1573
DOI - 10.1002/sta4.24
Subject(s) - estimator , robust statistics , simple (philosophy) , mathematics , mathematical optimization , robustness (evolution) , m estimator , missing data , computer science , statistics , philosophy , biochemistry , chemistry , epistemology , gene
A multiply robust estimator for a missing response problem is recently proposed that is more robust than doubly robust estimators proposed in the literature. Its formulation is based on empirical likelihood, which solves an implicit Lagrangian equation and often encounters computational problems such as multiple roots or nonconvergence. An alternative multiply robust estimator is proposed, which is computed by least squares and can be implemented easily in practice. We show that this multiply robust estimator is locally semiparametric efficient.Copyright © 2013 John Wiley & Sons Ltd