Semiparametric estimation of treatment effect with density ratio model

doi:10.1080/03610926.2017.1353628

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	Semiparametric estimation of treatment effect with density ratio model
	Lin, Cunjie 1,2; Wei, Wenhua 3; 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://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.