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Full-Text Articles in Statistics and Probability

An Omnibus Nonparametric Test Of Equality In Distribution For Unknown Functions, Alexander Luedtke, Marco Carone, Mark Van Der Laan Oct 2015

An Omnibus Nonparametric Test Of Equality In Distribution For Unknown Functions, Alexander Luedtke, Marco Carone, Mark Van Der Laan

Alex Luedtke

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a generalization of the maximum mean discrepancy tests described in Gretton et al. [2006], using recent developments from the higher-order pathwise differentiability literature. Despite their complex derivation, the associated test statistics can be expressed rather simply as U-statistics. We study the asymptotic behavior of the proposed tests under the null hypothesis and under both fixed and local alternatives. We provide examples to which our tests …


Nonparametric Methods For Doubly Robust Estimation Of Continuous Treatment Effects, Edward Kennedy, Zongming Ma, Matthew Mchugh, Dylan Small Jun 2015

Nonparametric Methods For Doubly Robust Estimation Of Continuous Treatment Effects, Edward Kennedy, Zongming Ma, Matthew Mchugh, Dylan Small

Edward H. Kennedy

Continuous treatments (e.g., doses) arise often in practice, but available causal effect estimators require either parametric models for the effect curve or else consistent estimation of a single nuisance function. We propose a novel doubly robust kernel smoothing approach, which requires only mild smoothness assumptions on the effect curve and allows for misspecification of either the treatment density or outcome regression. We derive asymptotic properties and also discuss an approach for data-driven bandwidth selection. The methods are illustrated via simulation and in a study of the effect of nurse staffing on hospital readmissions penalties.


Semiparametric Causal Inference In Matched Cohort Studies, Edward Kennedy, Arvid Sjolander, Dylan Small Jun 2015

Semiparametric Causal Inference In Matched Cohort Studies, Edward Kennedy, Arvid Sjolander, Dylan Small

Edward H. Kennedy

Odds ratios can be estimated in case-control studies using standard logistic regression, ignoring the outcome-dependent sampling. In this paper we discuss an analogous result for treatment effects on the treated in matched cohort studies. Specifically, in studies where a sample of treated subjects is observed along with a separate sample of possibly matched controls, we show that efficient and doubly robust estimators of effects on the treated are computationally equivalent to standard estimators, which ignore the matching and exposure-based sampling. This is not the case for general average effects. We also show that matched cohort studies are often more efficient …


Optimal Restricted Estimation For More Efficient Longitudinal Causal Inference, Edward Kennedy, Marshall Joffe, Dylan Small Dec 2014

Optimal Restricted Estimation For More Efficient Longitudinal Causal Inference, Edward Kennedy, Marshall Joffe, Dylan Small

Edward H. Kennedy

Efficient semiparametric estimation of longitudinal causal effects is often analytically or computationally intractable. We propose a novel restricted estimation approach for increasing efficiency, which can be used with other techniques, is straightforward to implement, and requires no additional modeling assumptions.


Cross-Validated Targeted Minimum-Loss-Based Estimation, Wenjing Zheng, Mark Van Der Laan Dec 2010

Cross-Validated Targeted Minimum-Loss-Based Estimation, Wenjing Zheng, Mark Van Der Laan

Wenjing Zheng

No abstract provided.