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Doubly robust semiparametric estimation for the missing censoring indicator model

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  • Subramanian, Sundarraman
  • Bandyopadhyay, Dipankar

Abstract

We present a semiparametric analysis of an augmented inverse probability of non-missingness weighted (AIPW) estimator of a survival function for the missing censoring indicator model. Although the estimator is asymptotically less efficient than a Dikta semiparametric estimator, its advantage is the insulation that it offers against inconsistency due to misspecification. We present theoretical and numerical comparisons of the asymptotic variances when there is no misspecification. In addition, we derive the asymptotic variance of the AIPW estimator when there is partial misspecification. We also present a numerical robustness study that confirms the superiority of the AIPW estimator when there is misspecification.

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  • Subramanian, Sundarraman & Bandyopadhyay, Dipankar, 2010. "Doubly robust semiparametric estimation for the missing censoring indicator model," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 621-630, April.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:7-8:p:621-630
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    1. Kaifeng Lu & Anastasios A. Tsiatis, 2001. "Multiple Imputation Methods for Estimating Regression Coefficients in the Competing Risks Model with Missing Cause of Failure," Biometrics, The International Biometric Society, vol. 57(4), pages 1191-1197, December.
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    3. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    4. Satten, Glen A. & Datta, Somnath & Robins, James, 2001. "Estimating the marginal survival function in the presence of time dependent covariates," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 397-403, October.
    5. Subramanian, Sundarraman, 2009. "The multiple imputations based Kaplan-Meier estimator," Statistics & Probability Letters, Elsevier, vol. 79(18), pages 1906-1914, September.
    6. Subramanian, Sundarraman & Bandyopadhyay, Dipankar, 2008. "Semiparametric left truncation and right censorship models with missing censoring indicators," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2572-2577, November.
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    Cited by:

    1. Qiu, Zhiping & Chen, Xiaoping & Zhou, Yong, 2015. "A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 89-97.

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