中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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
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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