Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Usage of auxiliary variable and neural network in doubly robust estimation

  • Park, Hyeonah (Department of Statistics, Seoul National University) ;
  • Park, Wonjun (Department of Statistics, Seoul National University)
  • Received : 2013.04.03
  • Accepted : 2013.05.13
  • Published : 2013.05.31
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Abstract

If the regression model or the propensity model is correct, the unbiasedness of the estimator using doubly robust imputation can be guaranteed. Using a neural network instead of a logistic regression model for the propensity model, the estimators using doubly robust imputation are approximately unbiased even though both assumed models fail. We also propose a doubly robust estimator of ratio form using population information of an auxiliary variable. We prove some properties of proposed theory by restricted simulations.

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References

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