Estimation of average treatment effects based on parametric propensity score model
文献类型：期刊论文
| 作者 | Yao, Lili1,2; Sun, Zhihua2,4; Wang, Qihua2,3
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| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2010-03-01 |
| 卷号 | 140期号:3页码:806-816 |
| 关键词 | Average treatment effects Propensity score MLE Inverse probability weighted Regression and imputation method |
| ISSN号 | 0378-3758 |
| DOI | 10.1016/j.jspi.2009.09.009 |
| 英文摘要 | In this paper, the estimation of average treatment effects is examined given that the propensity score is of a parametric form with some unknown parameters. Under the assumption that the treatment is ignorable given some observed characteristics, the MLEs for those unknown parameters in the probability assignment model have been achieved firstly and then three estimators have been defined by the inverse probability weighted, regression and imputation methods, respectively. All the estimators are shown asymptotically normal and more importantly, the substantial efficiency gains of the first two estimates have been obtained theoretically compared with the existing estimators in Hahn (1998) and Hirano et al. (2003), i.e., the inverse weighted probability estimator and the regression estimator have smaller asymptotic variances. Our simulation analysis verifies the theoretical results in terms of biases, SEs and MSEs. Published by Elsevier B.V. |
| 资助项目 | National Natural Science Foundation of China[10901162] ; President Fund of GUCAS and China Postdoctoral Science Foundation |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000272635800018 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10027]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Yao, Lili |
| 作者单位 | 1.Northwestern Univ, Dept Stat, Evanston, IL 60208 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China 3.Univ Hong Kong, Dept Stat & Actuary Sci, Hong Kong, Hong Kong, Peoples R China 4.Chinese Acad Sci, Grad Univ, Dept Math, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yao, Lili,Sun, Zhihua,Wang, Qihua. Estimation of average treatment effects based on parametric propensity score model[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2010,140(3):806-816. |
| APA | Yao, Lili,Sun, Zhihua,&Wang, Qihua.(2010).Estimation of average treatment effects based on parametric propensity score model.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,140(3),806-816. |
| MLA | Yao, Lili,et al."Estimation of average treatment effects based on parametric propensity score model".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 140.3(2010):806-816. |
入库方式： OAI收割
来源：数学与系统科学研究院
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