Semiparametric estimation of treatment effect with density ratio model

doi:10.1080/03610926.2017.1353628

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	Semiparametric estimation of treatment effect with density ratio model
	Lin, Cunjie 1,2; Wei, Wenhua 3; Zhou, Yong3,4
	2018
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	47 期号:14 页码:3338-3359
摘要	In this study we propose a unified semiparametric approach to estimate various indices of treatment effect under the density ratio model, which connects two density functions by an exponential tilt. For each index, we construct two estimating functions based on the model and apply the generalized method of moments to improve the estimates. The estimating functions are allowed to be non smooth with respect to parameters and hence make the proposed method more flexible. We establish the asymptotic properties of the proposed estimators and illustrate the application with several simulations and two real data sets.
关键词	Density ratio model empirical likelihood estimating equation generalized method of moments treatment effect
DOI	10.1080/03610926.2017.1353628
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000432631200004
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30351
专题	应用数学研究所
通讯作者	Wei, Wenhua
作者单位	1.Renmin Univ China, Ctr Appl Stat, Beijing, Peoples R China 2.Renmin Univ China, Sch Stat, Beijing, Peoples R China 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Lin, Cunjie,Wei, Wenhua,Zhou, Yong. Semiparametric estimation of treatment effect with density ratio model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2018,47(14):3338-3359.
APA	Lin, Cunjie,Wei, Wenhua,&Zhou, Yong.(2018).Semiparametric estimation of treatment effect with density ratio model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,47(14),3338-3359.
MLA	Lin, Cunjie,et al."Semiparametric estimation of treatment effect with density ratio model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 47.14(2018):3338-3359.