Doubly Robust Estimation in Missing Data and Causal Inference Models

• Published in: Biometrics 2005-12, Vol.61 (4), p.962-973
• Main Authors: Bang, Heejung, Robins, James M.
• Format: Article
• Language: English
• Subjects: Antidepressive Agents - therapeutic use; biometry; Causal inference; clinical trials; Cognitive Therapy - standards; Computer Simulation; Data Interpretation, Statistical; Depression - complications; Depression - drug therapy; Doubly robust estimation; Estimating techniques; Humans; Longitudinal data; Longitudinal Studies; Marginal structural model; Medical research; Missing data; Models, Statistical; Multicenter Studies as Topic; Myocardial Infarction - complications; Semiparametrics; Statistical methods
• ISSN: 0006-341X; 1541-0420
• DOI: 10.1111/j.1541-0420.2005.00377.x

The goal of this article is to construct doubly robust (DR) estimators in ignorable missing data and causal inference models. In a missing data model, an estimator is DR if it remains consistent when either (but not necessarily both) a model for the missingness mechanism or a model for the distribution of the complete data is correctly specified. Because with observational data one can never be sure that either a missingness model or a complete data model is correct, perhaps the best that can be hoped for is to find a DR estimator. DR estimators, in contrast to standard likelihood‐based or (nonaugmented) inverse probability‐weighted estimators, give the analyst two chances, instead of only one, to make a valid inference. In a causal inference model, an estimator is DR if it remains consistent when either a model for the treatment assignment mechanism or a model for the distribution of the counterfactual data is correctly specified. Because with observational data one can never be sure that a model for the treatment assignment mechanism or a model for the counterfactual data is correct, inference based on DR estimators should improve upon previous approaches. Indeed, we present the results of simulation studies which demonstrate that the finite sample performance of DR estimators is as impressive as theory would predict. The proposed method is applied to a cardiovascular clinical trial.