Test the reliability of doubly robust estimation with missing response data

Baojiang Chen, Jing Qin

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


In statistical inference, one has to make sure that the underlying regression model is correctly specified otherwise the resulting estimation may be biased. Model checking is an important method to detect any departure of the regression model from the true one. Missing data are a ubiquitous problem in social and medical studies. If the underlying regression model is correctly specified, recent researches show great popularity of the doubly robust (DR) estimates method for handling missing data because of its robustness to the misspecification of either the missing data model or the conditional mean model, that is, the model for the conditional expectation of true regression model conditioning on the observed quantities. However, little work has been devoted to the goodness of fit test for DR estimates method. In this article, we propose a testing method to assess the reliability of the estimator derived from the DR estimating equation with possibly missing response and always observed auxiliary variables. Numerical studies demonstrate that the proposed test can control type I errors well. Furthermore the proposed method can detect departures from model assumptions in the marginal mean model of interest powerfully. A real dementia data set is used to illustrate the method for the diagnosis of model misspecification in the problem of missing response with an always observed auxiliary variable for cross-sectional data.

Original languageEnglish (US)
Pages (from-to)289-298
Number of pages10
Issue number2
StatePublished - Jun 2014


  • Auxiliary
  • Doubly robust
  • Estimating equation
  • Goodness of fit
  • Missing data

ASJC Scopus subject areas

  • Statistics and Probability
  • General Biochemistry, Genetics and Molecular Biology
  • General Immunology and Microbiology
  • General Agricultural and Biological Sciences
  • Applied Mathematics


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