Optimal estimation in surrogate outcome regression problems
文献类型:期刊论文
作者 | Duan, Xiaogang3; Qin, Jing2; Wang, Qihua1,3![]() |
刊名 | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
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出版日期 | 2010-12-01 |
卷号 | 38期号:4页码:633-646 |
关键词 | Estimating equations minimization of the trace or covariance matrix missing data propensity score surrogate outcome |
ISSN号 | 0319-5724 |
英文摘要 | The authors consider a double robust estimation of the regression parameter defined by an estimating equation in a surrogate outcome set up Under a correct specification of the propensity score the proposed estimator has smallest trace of asymptotic covariance matrix whether the working outcome regression model involved is specified correct or not and it is particularly meaningful when it is incorrectly specified Simulations are conducted to examine the finite sample performance of the proposed procedure Data on obesity and high blood pressure are analyzed for illustration The Canadian Journal of Static tics 38 633-646, 2010 (C) 2010 Statistical Society of Canada |
资助项目 | National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups in China ; Key Lab of Complex Structure and Data Science |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000284674900007 |
出版者 | WILEY-BLACKWELL PUBLISHING, INC |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10413] ![]() |
专题 | 应用数学研究所 |
通讯作者 | Wang, Qihua |
作者单位 | 1.Yunnan Univ, Dept Math & Stat, Kunming 650091, Peoples R China 2.NIAID, NIH, Bethesda, MD 20892 USA 3.Chinese Acad Sci, Acad Math & Syst, Beijing 100190, Peoples R China |
推荐引用方式 GB/T 7714 | Duan, Xiaogang,Qin, Jing,Wang, Qihua. Optimal estimation in surrogate outcome regression problems[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2010,38(4):633-646. |
APA | Duan, Xiaogang,Qin, Jing,&Wang, Qihua.(2010).Optimal estimation in surrogate outcome regression problems.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,38(4),633-646. |
MLA | Duan, Xiaogang,et al."Optimal estimation in surrogate outcome regression problems".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 38.4(2010):633-646. |
入库方式: OAI收割
来源:数学与系统科学研究院
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