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Semiparametric estimation of treatment effect with density ratio model

文献类型：期刊论文

作者Lin, Cunjie1,2; Wei, Wenhua3; Zhou, Yong3,4
刊名COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
出版日期2018
卷号47期号:14页码:3338-3359
关键词Density ratio model empirical likelihood estimating equation generalized method of moments treatment effect
ISSN号0361-0926
DOI10.1080/03610926.2017.1353628
英文摘要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.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000432631200004
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/30350]  
专题应用数学研究所
通讯作者Wei, Wenhua
作者单位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
推荐引用方式
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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