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DOES IT MATTER HOW WE GO WRONG?: The role of model misspecification and study design in assessing the performance of doubly robust estimators
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
2017 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
Spelar det roll HUR vi gör fel? : Betydelsen av studiedesign och felspecificering av modeller när man utvärderar prestationen av dubbelt robusta estimatorer (Swedish)
Abstract [en]

This thesis concerns doubly robust (DR) estimation in missing data contexts. Previous research is not unanimous as to which estimators perform best and in which situations DR is to be preferred over other estimators. We observe that the conditions surrounding comparisons of DR- and other estimators vary between dierent previous studies. We therefore focus on the effects of three distinct aspects of study design on the performance of one DR-estimator in comparison to outcome regression (OR). These aspects are sample size, the way in which models are misspecified, and the degree of association between the covariates and propensities. We find that while there are no drastic eects of the type of model misspecication, all three aspects do affect how DR compares to OR. The results can be used to better understand the divergent conclusions of previous research.

Place, publisher, year, edition, pages
2017.
Keyword [en]
Double robustness, missing data
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-136286OAI: oai:DiVA.org:umu-136286DiVA: diva2:1110255
Available from: 2017-06-15 Created: 2017-06-15 Last updated: 2017-06-15Bibliographically approved

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf