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. 2009 Sep;96(3):723-734.
doi: 10.1093/biomet/asp033. Epub 2009 Aug 7.

Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data

Weihua Cao  1 , Anastasios A Tsiatis, Marie Davidian
Affiliations

Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data

Weihua Cao et al. Biometrika. 2009 Sep.

Abstract

Considerable recent interest has focused on doubly robust estimators for a population mean response in the presence of incomplete data, which involve models for both the propensity score and the regression of outcome on covariates. The usual doubly robust estimator may yield severely biased inferences if neither of these models is correctly specified and can exhibit nonnegligible bias if the estimated propensity score is close to zero for some observations. We propose alternative doubly robust estimators that achieve comparable or improved performance relative to existing methods, even with some estimated propensity scores close to zero.

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