Empirical likelihood calibration estimation for the median treatment difference in observational studies

doi:10.1016/j.csda.2010.09.012

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	Empirical likelihood calibration estimation for the median treatment difference in observational studies
	Wang, Qihua1 ; Lai, Peng
	2011-04-01
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN	0167-9473
卷号	55 期号:4 页码:1596-1609
摘要	The estimation of average (or mean) treatment effects is one of the most popular methods in the statistical literature. If one can have observations directly from treatment and control groups, then the simple t-statistic can be used if the underlying distributions are close to normal distributions. On the other hand, if the underlying distributions are skewed, then the median difference or the Wilcoxon statistic is preferable. In observational studies, however, each individual's choice of treatment is not completely at random. It may depend on the baseline covariates. In order to find an unbiased estimation, one has to adjust the choice probability function or the propensity score function. In this paper, we study the median treatment effect. The empirical likelihood method is used to calibrate baseline covariate information effectively. An economic dataset is used for illustration. (C) 2010 Elsevier B.V. All rights reserved.
关键词	Calibration Casual inference Empirical likelihood Median treatment effect Missing data Selection bias
DOI	10.1016/j.csda.2010.09.012
语种	英语
资助项目	National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups ; Lab of Complex Structure and Data Science ; CAS ; Yunnan University
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000286716000008
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12249
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst, Beijing 100190, Peoples R China 2.Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China
推荐引用方式 GB/T 7714	Wang, Qihua,Lai, Peng. Empirical likelihood calibration estimation for the median treatment difference in observational studies[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2011,55(4):1596-1609.
APA	Wang, Qihua,&Lai, Peng.(2011).Empirical likelihood calibration estimation for the median treatment difference in observational studies.COMPUTATIONAL STATISTICS & DATA ANALYSIS,55(4),1596-1609.
MLA	Wang, Qihua,et al."Empirical likelihood calibration estimation for the median treatment difference in observational studies".COMPUTATIONAL STATISTICS & DATA ANALYSIS 55.4(2011):1596-1609.