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http://dx.doi.org/10.7465/jkdi.2013.24.3.659

Usage of auxiliary variable and neural network in doubly robust estimation  

Park, Hyeonah (Department of Statistics, Seoul National University)
Park, Wonjun (Department of Statistics, Seoul National University)
Publication Information
Journal of the Korean Data and Information Science Society / v.24, no.3, 2013 , pp. 659-667 More about this Journal
Abstract
If the regression model or the propensity model is correct, the unbiasedness of the estimator using doubly robust imputation can be guaranteed. Using a neural network instead of a logistic regression model for the propensity model, the estimators using doubly robust imputation are approximately unbiased even though both assumed models fail. We also propose a doubly robust estimator of ratio form using population information of an auxiliary variable. We prove some properties of proposed theory by restricted simulations.
Keywords
Doubly robust estimator; doubly robust imputation; neural network; response probability;
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Times Cited By KSCI : 2  (Citation Analysis)
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