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Md. Shaddam Hossain Bagmar

Publications and source records attributed to Md. Shaddam Hossain Bagmar.

2 recordsLinked to original sources

Doubly Robust Weighted Regression for Causal Inference under Confounder Missingness

Missingness in confounders is common in observational studies and presents substantial challenges for causal effect estimation by weakening identification and increasing sensitivity to model misspecification. Within the missing-indicator framework, existing approaches typically rely on a single working model and achieve consistency only when that model is correctly specified and are therefore singly robust. In this article, we develop a doubly robust missing indicator weighted ordinary least squares (MI-WOLS) estimator with partially observed confounders. The proposed method integrates propensity score-based weighting into outcome regression under missing-indicator data representation, yielding a class of balancing weights that account for both confounders and their missingness indicators. Under the missingness-strongly-ignorable treatment allocation assumption and assuming either a Conditionally Independent Treatment or Conditionally Independent Outcome structure, the MI-WOLS estimator is consistent when at least the treatment or the outcome model is correctly specified. Simulation studies support the theoretical robustness of the MI-WOLS estimator, demonstrating negligible bias, accurate sandwich-based variance estimation, and near-nominal coverage probability across a wide range of data-generating scenarios. An illustrative application using simulated data designed to reflect a real-world kidney function study further demonstrates the interpretability and practical feasibility of the method, offering a flexible, doubly robust alternative to existing singly robust estimators.

stat.ME↗

Comparing robustness properties of optimal designs under standard and compound criteria

Standard optimality criteria (e.g. A-, D-optimality criterion, etc.) have been commonly used for obtaining optimal designs. For a given statistical model, standard criteria assume the error variance is known at the design stage. However, in practice the error variance is estimated to make inference about the model parameters. Modified criteria are defined as a function of the standard criteria and the corresponding error degrees of freedom, which may lead to extreme optimal design. Compound criteria are defined as the function of different modified criteria and corresponding user specified weights. Standard, modified, and compound criteria based optimal designs are obtained for $3^3$ factorial design. Robustness properties of the optimal designs are also compared.

stat.ME↗