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Semiparametric estimation of treatment effect with density ratio model
Lin, Cunjie1,2; Wei, Wenhua3; Zhou, Yong3,4
2018
Source PublicationCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN0361-0926
Volume47Issue:14Pages:3338-3359
AbstractIn 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.
KeywordDensity ratio model empirical likelihood estimating equation generalized method of moments treatment effect
DOI10.1080/03610926.2017.1353628
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000432631200004
PublisherTAYLOR & FRANCIS INC
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30351
Collection应用数学研究所
Affiliation1.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
Recommended Citation
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.
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