Second-Order Inference for the Mean of a Variable Missing at Random

Iván Díaz; Marco Carone; Mark J. van der Laan

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arXiv · 1511.08369

Second-Order Inference for the Mean of a Variable Missing at Random

Iván Díaz·Marco Carone·Mark J. van der Laan

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Abstract

We present a second-order estimator of the mean of a variable subject to missingness, under the missing at random assumption. The estimator improves upon existing methods by using an approximate second-order expansion of the parameter functional, in addition to the first-order expansion employed by standard doubly robust methods. This results in weaker assumptions about the convergence rates necessary to establish consistency, local efficiency, and asymptotic linearity. The general estimation strategy is developed under the targeted minimum loss-based estimation (TMLE) framework. We present a simulation comparing the sensitivity of the first and second order estimators to the convergence rate of the initial estimators of the outcome regression and missingness score. In our simulation, the second-order TMLE improved the coverage probability of a confidence interval by up to 85%. In addition, we present a first-order estimator inspired by a second-order expansion of the parameter functional. This estimator only requires one-dimensional smoothing, whereas implementation of the second-order TMLE generally requires kernel smoothing on the covariate space. The first-order estimator proposed is expected to have improved finite sample performance compared to existing first-order estimators. In our simulations, the proposed first-order estimator improved the coverage probability by up to 90%. We provide an illustration of our methods using a publicly available dataset to determine the effect of an anticoagulant on health outcomes of patients undergoing percutaneous coronary intervention. We provide R code implementing the proposed estimator.

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Iván Díaz, Marco Carone, Mark J. van der Laan. 2015-11-26. Second-Order Inference for the Mean of a Variable Missing at Random. https://arxiv.org/abs/1511.08369

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