Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 3 of 3
Full-Text Articles in Physical Sciences and Mathematics
Locally Efficient Estimation Of Nonparametric Causal Effects On Mean Outcomes In Longitudinal Studies, Romain Neugebauer, Mark J. Van Der Laan
Locally Efficient Estimation Of Nonparametric Causal Effects On Mean Outcomes In Longitudinal Studies, Romain Neugebauer, Mark J. Van Der Laan
U.C. Berkeley Division of Biostatistics Working Paper Series
Marginal Structural Models (MSM) have been introduced by Robins (1998a) as a powerful tool for causal inference as they directly model causal curves of interest, i.e. mean treatment-specific outcomes possibly adjusted for baseline covariates. Two estimators of the corresponding MSM parameters of interest have been proposed, see van der Laan and Robins (2002): the Inverse Probability of Treatment Weighted (IPTW) and the Double Robust (DR) estimators. A parametric MSM approach to causal inference has been favored since the introduction of MSM. It relies on correct specification of a parametric MSM to consistently estimate the parameter of interest using the IPTW …
A Bootstrap Confidence Interval Procedure For The Treatment Effect Using Propensity Score Subclassification, Wanzhu Tu, Xiao-Hua Zhou
A Bootstrap Confidence Interval Procedure For The Treatment Effect Using Propensity Score Subclassification, Wanzhu Tu, Xiao-Hua Zhou
UW Biostatistics Working Paper Series
In the analysis of observational studies, propensity score subclassification has been shown to be a powerful method for adjusting unbalanced covariates for the purpose of causal inferences. One practical difficulty in carrying out such an analysis is to obtain a correct variance estimate for such inferences, while reducing bias in the estimate of the treatment effect due to an imbalance in the measured covariates. In this paper, we propose a bootstrap procedure for the inferences concerning the average treatment effect; our bootstrap method is based on an extension of Efron’s bias-corrected accelerated (BCa) bootstrap confidence interval to a two-sample problem. …
A Semiparametric Model Selection Criterion With Applications To The Marginal Structural Model, M. Alan Brookhart, Mark J. Van Der Laan
A Semiparametric Model Selection Criterion With Applications To The Marginal Structural Model, M. Alan Brookhart, Mark J. Van Der Laan
U.C. Berkeley Division of Biostatistics Working Paper Series
Estimators for the parameter of interest in semiparametric models often depend on a guessed model for the nuisance parameter. The choice of the model for the nuisance parameter can affect both the finite sample bias and efficiency of the resulting estimator of the parameter of interest. In this paper we propose a finite sample criterion based on cross validation that can be used to select a nuisance parameter model from a list of candidate models. We show that expected value of this criterion is minimized by the nuisance parameter model that yields the estimator of the parameter of interest with …