Semiparametric estimation of treatment effect with density ratio model | |
Lin, Cunjie1,2; Wei, Wenhua3; Zhou, Yong3,4 | |
刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS |
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 |
DOI | 10.1080/03610926.2017.1353628 |
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 |
出版者 | TAYLOR & FRANCIS INC |
WOS记录号 | WOS:000432631200004 |
内容类型 | 期刊论文 |
源URL | [http://10.2.47.112/handle/2XS4QKH4/782] |
专题 | 上海财经大学 |
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. |
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