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Biometrika Advance Access originally published online on August 7, 2009
Biometrika 2009 96(3):723-734; doi:10.1093/biomet/asp033
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© 2009 Biometrika Trust

Article

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

Weihua Cao, Anastasios A. Tsiatis and Marie Davidian

Department of Statistics, North Carolina State University, Raleigh, North Carolina 27695-8203, U.S.A. wcao5{at}ncsu.edu tsiatis{at}stat.ncsu.edu davidian{at}stat.ncsu.edu

Received for publication 1 June 2008. Revision received 1 December 2008.
  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.

Key Words: Causal inference • Enhanced propensity score model • Missing at random • No unmeasured confounders • Outcome regression


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