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Statistical Theory

The University of Michigan Department of Biostatistics Working Paper Series

Missing at random

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Full-Text Articles in Statistics and Probability

New Estimating Methods For Surrogate Outcome Data, Bin Nan Jun 2004

New Estimating Methods For Surrogate Outcome Data, Bin Nan

The University of Michigan Department of Biostatistics Working Paper Series

Surrogate outcome data arise frequently in medical research. The true outcomes of interest are expensive or hard to ascertain, but measurements of surrogate outcomes (or more generally speaking, the correlates of the true outcomes) are usually available. In this paper we assume that the conditional expectation of the true outcome given covariates is known up to a finite dimensional parameter. When the true outcome is missing at random, the e±cient score function for the parameter in the conditional mean model has a simple form, which is similar to the generalized estimating functions. There is no integral equation involved as in …


Semiparametric Regression Models With Missing Data: The Mathematics In The Work Of Robins Et Al., Menggang Yu, Bin Nan May 2003

Semiparametric Regression Models With Missing Data: The Mathematics In The Work Of Robins Et Al., Menggang Yu, Bin Nan

The University of Michigan Department of Biostatistics Working Paper Series

This review is an attempt to understand the landmark papers of Robins, Rotnitzky, and Zhao (1994) and Robins and Rotnitzky (1992). We revisit their main results and corresponding proofs using the theory outlined in the monograph by Bickel, Klaassen, Ritov, and Wellner (1993). We also discuss an illustrative example to show the details of applying these theoretical results.