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Physical Sciences and Mathematics Commons™
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Censored data; collaborative double robustness; collaborative targeted maximum likelihood estimation; double robust; estimator selection; inverse probability of censoring weighting
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Full-Text Articles in Physical Sciences and Mathematics
The Relative Performance Of Targeted Maximum Likelihood Estimators, Kristin E. Porter, Susan Gruber, Mark J. Van Der Laan, Jasjeet S. Sekhon
The Relative Performance Of Targeted Maximum Likelihood Estimators, Kristin E. Porter, Susan Gruber, Mark J. Van Der Laan, Jasjeet S. Sekhon
U.C. Berkeley Division of Biostatistics Working Paper Series
There is an active debate in the literature on censored data about the relative performance of model based maximum likelihood estimators, IPCW-estimators, and a variety of double robust semiparametric efficient estimators. Kang and Schafer (2007) demonstrate the fragility of double robust and IPCW-estimators in a simulation study with positivity violations. They focus on a simple missing data problem with covariates where one desires to estimate the mean of an outcome that is subject to missingness. Responses by Robins et al. (2007), Tsiatis and Davidian (2007), Tan (2007a) and Ridgeway and McCaffrey (2007) further explore the challenges faced by double robust …