Quasi-likelihood estimation of average treatment effects based on model information
文献类型：期刊论文
| 作者 | Sun, Zhi-hua |
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS
 |
| 出版日期 | 2007 |
| 卷号 | 50期号:1页码:1-12 |
| 关键词 | average treatment effects inverse probability weighted quasi-likelihood unconfounded assignment treatment model information |
| ISSN号 | 1006-9283 |
| DOI | 10.1007/s11425-007-2046-4 |
| 英文摘要 | 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. |
| 语种 | 英语 |
| WOS记录号 | WOS:000245147500001 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3986]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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