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Inverse probability weighted estimation for general missing data problems
DOI:10.1016/j.jeconom.2007.02.002.png)
摘要
En 中文
I study inverse probability weighted M-estimation under a general missing data scheme. Examples include M-estimation with missing data due to a censored survival time, propensity score estimation of the average treatment effect in the linear exponential family, and variable probability sampling with observed retention frequencies. I extend an important result known to hold in special cases: estimating the selection probabilities is generally more efficient than if the known selection probabilities could be used in estimation. For the treatment effect case, the setup allows a general characterization of a double robustness result due to Scharfstein et al. [1999. Rejoinder. Journal of the American Statistical Association 94, 1135-1146]. (c) 2007 Elsevier B.V. All rights reserved.
Keyword:
inverse probability weighting
sample selection
M-estimator
censored duration
average treatment effect
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4
论文数:
5.2K
被引数:
3.0W
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引用论文
AN EFFICIENT METHOD OF MOMENTS ESTIMATOR FOR DISCRETE CHOICE MODELS WITH CHOICE-BASED SAMPLING基于选择采样的离散选择模型的矩估计的有效方法
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Efficient estimation of average treatment effects using the estimated propensity score使用估计的倾向得分有效估计平均治疗效果
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