Empirical likelihood calibration estimation for the median treatment difference in observational studies
文献类型：期刊论文
| 作者 | Wang, Qihua1 ; Lai, Peng
|
| 刊名 | COMPUTATIONAL STATISTICS & DATA ANALYSIS
 |
| 出版日期 | 2011-04-01 |
| 卷号 | 55期号:4页码:1596-1609 |
| 关键词 | Calibration Casual inference Empirical likelihood Median treatment effect Missing data Selection bias |
| ISSN号 | 0167-9473 |
| DOI | 10.1016/j.csda.2010.09.012 |
| 英文摘要 | The estimation of average (or mean) treatment effects is one of the most popular methods in the statistical literature. If one can have observations directly from treatment and control groups, then the simple t-statistic can be used if the underlying distributions are close to normal distributions. On the other hand, if the underlying distributions are skewed, then the median difference or the Wilcoxon statistic is preferable. In observational studies, however, each individual's choice of treatment is not completely at random. It may depend on the baseline covariates. In order to find an unbiased estimation, one has to adjust the choice probability function or the propensity score function. In this paper, we study the median treatment effect. The empirical likelihood method is used to calibrate baseline covariate information effectively. An economic dataset is used for illustration. (C) 2010 Elsevier B.V. All rights reserved. |
| 资助项目 | National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups ; Lab of Complex Structure and Data Science ; CAS ; Yunnan University |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000286716000008 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12248]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst, Beijing 100190, Peoples R China 2.Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Qihua,Lai, Peng. Empirical likelihood calibration estimation for the median treatment difference in observational studies[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2011,55(4):1596-1609. |
| APA | Wang, Qihua,&Lai, Peng.(2011).Empirical likelihood calibration estimation for the median treatment difference in observational studies.COMPUTATIONAL STATISTICS & DATA ANALYSIS,55(4),1596-1609. |
| MLA | Wang, Qihua,et al."Empirical likelihood calibration estimation for the median treatment difference in observational studies".COMPUTATIONAL STATISTICS & DATA ANALYSIS 55.4(2011):1596-1609. |
入库方式： OAI收割
来源：数学与系统科学研究院
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