KMS Of Academy of mathematics and systems sciences, CAS
| Semiparametric estimation of treatment effect with density ratio model | |
Lin, Cunjie1,2; Wei, Wenhua3; Zhou, Yong3,4
| |
| 2018 | |
| Source Publication | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| ISSN | 0361-0926 |
| Volume | 47Issue:14Pages:3338-3359 |
| Abstract | 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. |
| Keyword | Density ratio model empirical likelihood estimating equation generalized method of moments treatment effect |
| DOI | 10.1080/03610926.2017.1353628 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000432631200004 |
| Publisher | TAYLOR & FRANCIS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/30351 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wei, Wenhua |
| Affiliation | 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 |
| 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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