Efficient augmented inverse probability weighted estimation in missing data problems

• Main Authors: QIN, Jing, ZHANG, Biao, Leung, Denis H. Y.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2017
• Subjects: Inverse probability weighting; Missing data; Regression estimate; Semiparametric efficiency; Econometrics; Economics
• Online Access: https://ink.library.smu.edu.sg/soe_research/1732; https://ink.library.smu.edu.sg/context/soe_research/article/2731/viewcontent/Efficient_Augmented_Inverse_Probability_Weighted_Estimation_in_Missing_Data_Problems.pdf
• Institution: Singapore Management University

When analyzing data with missing data, a commonly used method is the inverse probability weighting (IPW) method, which reweights estimating equations with propensity scores. The popularity of the IPW method is due to its simplicity. However, it is often being criticized for being inefficient because...