• Title/Summary/Keyword: doubly robust imputation

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Usage of auxiliary variable and neural network in doubly robust estimation

  • Park, Hyeonah;Park, Wonjun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.659-667
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    • 2013
  • 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.

Doubly Robust Imputation Using Auxiliary Information (보조 정보에 의한 이중적 로버스트 대체법)

  • Park, Hyeon-Ah;Jeon, Jong-Woo;Na, Seong-Ryong
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.47-55
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    • 2011
  • Ratio and regression imputations depend on the model of a survey variable and the relation between the survey variable and auxiliary variables. If the model is not true, the unbiasedness of the estimator using the ratio or regression imputation cannot be guaranteed. In this paper, we develop the doubly robust imputation, which satisfies the approximate unbiasedness of the estimator, whether the model assumption is valid or not. The proposed imputation increases the efficiency of estimation by using the population information of the auxiliary variables. The simulation study establishes the theoretical results of this paper.