Quasi-likelihood estimation of average treatment effects based on model information

doi:10.1007/s11425-007-2046-4

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	Quasi-likelihood estimation of average treatment effects based on model information
	Sun, Zhi-hua
	2007
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN	1006-9283
卷号	50 期号:1 页码:1-12
摘要	In this paper, the estimation of average treatment effects is considered when we have the model information of the conditional mean and conditional variance for the responses given the covariates. The quasi-likelihood method adapted to treatment effects data is developed to estimate the parameters in the conditional mean and conditional variance models. Based on the model information, we define three estimators by imputation, regression and inverse probability weighted methods. All the estimators are shown asymptotically normal. Our simulation results show that by using the model information, the substantial efficiency gains are obtained which are comparable with the existing estimators.
关键词	average treatment effects inverse probability weighted quasi-likelihood unconfounded assignment treatment model information
DOI	10.1007/s11425-007-2046-4
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000245147500001
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3987
专题	中国科学院数学与系统科学研究院
通讯作者	Sun, Zhi-hua
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Sun, Zhi-hua. Quasi-likelihood estimation of average treatment effects based on model information[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2007,50(1):1-12.
APA	Sun, Zhi-hua.(2007).Quasi-likelihood estimation of average treatment effects based on model information.SCIENCE IN CHINA SERIES A-MATHEMATICS,50(1),1-12.
MLA	Sun, Zhi-hua."Quasi-likelihood estimation of average treatment effects based on model information".SCIENCE IN CHINA SERIES A-MATHEMATICS 50.1(2007):1-12.