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Multiple robustness in factorized likelihood models

Author

Listed:
  • J. Molina
  • A. Rotnitzky
  • M. Sued
  • J. M. Robins

Abstract

SummaryWe 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 finite-dimensional 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.

Suggested Citation

  • J. Molina & A. Rotnitzky & M. Sued & J. M. Robins, 2017. "Multiple robustness in factorized likelihood models," Biometrika, Biometrika Trust, vol. 104(3), pages 561-581.
  • Handle: RePEc:oup:biomet:v:104:y:2017:i:3:p:561-581.
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    File URL: http://hdl.handle.net/10.1093/biomet/asx027
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    Citations

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    Cited by:

    1. Chen, Sixia & Haziza, David, 2023. "A unified framework of multiply robust estimation approaches for handling incomplete data," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
    2. Lan Wen & Miguel A. HernĂ¡n & James M. Robins, 2022. "Multiply robust estimators of causal effects for survival outcomes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1304-1328, September.
    3. Shixiao Zhang & Peisong Han & Changbao Wu, 2023. "Calibration Techniques Encompassing Survey Sampling, Missing Data Analysis and Causal Inference," International Statistical Review, International Statistical Institute, vol. 91(2), pages 165-192, August.
    4. Xiang Zhou, 2022. "Semiparametric estimation for causal mediation analysis with multiple causally ordered mediators," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 794-821, July.
    5. Lucia Babino & Andrea Rotnitzky & James Robins, 2019. "Multiple robust estimation of marginal structural mean models for unconstrained outcomes," Biometrics, The International Biometric Society, vol. 75(1), pages 90-99, March.

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