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Joint Statistical Seminars - Kreske Ecker

Tue
28
Nov
Time Tuesday 28 November, 2023 at 13:00 - 14:00
Place UB338

Title: Double robust estimation of functional outcomes with data missing at random

Abstract
We present and study semi-parametric estimators for the mean of functional outcomes in situations where some of these outcomes are missing and covariate information is available on all units. Assuming that the missingness mechanism depends only on the covariates (missing at random assumption), we present two estimators for the functional mean parameter, using working models for the functional outcome given the covariates, and the probability of missingness given the covariates. We contribute by establishing that both these estimators have Gaussian processes as limiting distributions and explicitly give their covariance functions. One of the estimators is double robust in the the sense that the limiting distribution holds whenever at least one of the nuisance models is correctly specified. These results allow us to present simultaneous confidence bands for the mean function with asymptotically guaranteed coverage. A Monte Carlo study shows the finite sample properties of the proposed functional estimators and their associated simultaneous inference. 

Event type: Seminar
Staff photo missing
Speaker
Felix Ecker
Doctoral student
Read about Felix Ecker