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JOURNAL ARTICLE

Statistical inference for data-adaptive doubly robust estimators with survival outcomes

Iván Díaz
Statistics in Medicine 2019 April 4
30950107
The consistency of doubly robust estimators relies on the consistent estimation of at least one of two nuisance regression parameters. In moderate-to-large dimensions, the use of flexible data-adaptive regression estimators may aid in achieving this consistency. However, n1/2 -consistency of doubly robust estimators is not guaranteed if one of the nuisance estimators is inconsistent. In this paper, we present a doubly robust estimator for survival analysis with the novel property that it converges to a Gaussian variable at an n1/2 -rate for a large class of data-adaptive estimators of the nuisance parameters, under the only assumption that at least one of them is consistently estimated at an n1/4 -rate. This result is achieved through the adaptation of recent ideas in semiparametric inference, which amount to (i) Gaussianizing (ie, making asymptotically linear) a drift term that arises in the asymptotic analysis of the doubly robust estimator and (ii) using cross-fitting to avoid entropy conditions on the nuisance estimators. We present the formula of the asymptotic variance of the estimator, which allows for the computation of doubly robust confidence intervals and p values. We illustrate the finite-sample properties of the estimator in simulation studies and demonstrate its use in a phase III clinical trial for estimating the effect of a novel therapy for the treatment of human epidermal growth factor receptor 2 (HER2)-positive breast cancer.

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