凯时kb88.com

您现在所在的位置:凯时kb88.com >> 通知公告 & 学术信息
科学研究
RESEARCH
A beyond multiple robust approach for missing response problem
时间  Datetime
2019-08-14 15:00 — 16:30
地点  Venue
Zoom APP(2)()
报告人  Speaker
王启华
单位  Affiliation
中国科学院
邀请人  Host
统计系
备注  remarks
Zoom会议号:99584149157;会议密码:149153
报告摘要  Abstract

 A beyond multiple robust method is proposed in this paper. This method balances the parametric and nonparametric methods by using  some model information contained in the outcome regression function and the selection probability function, and hence alleviates the model misspecification problem  and ``curse of dimension" problem  simultaneously.  

A beyond multiple robust estimator of the response mean is defined, which is proved to be consistent and  asymptotically normal as long as one of the true models for the outcome regression or selection probability functions can be some function of its assumed models, without the requirement that one of the true models is correctly specified. Also, it is shown that the asymptotic variance of the proposed estimator is equal to the semiparametric efficiency bound established  by Hahn (1998, Econometrica, pp 315-331) when both the selection probability function and the outcome regression function are the functions of their assumed models, respectively. The finite sample properties of the proposed estimator are evaluated by simulation studies  and the proposed method is illustrated by a  real data analysis.