Estimation of mean response via effective balancing score.

Estimation of mean response via effective balancing score.
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DOI:
10.1093/biomet/asu022
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发表时间:
2014-09
期刊:
影响因子:
2.7
通讯作者:
Wang N
Wang N
中科院分区:
数学2区
文献类型:
--
作者:
Hu Z;Follmann DA;Wang N

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我们引入了有效的平衡分数估计的平均响应下随机机制失踪。与传统的平衡得分不同,有效的平衡得分是通过降维构建的模型规格。介绍了三种类型的有效的平衡分数:那些携带的协变量信息的缺失,响应,或两者兼而有之。它们导致一致的估计,很少或没有效率损失。与现有的估计相比,有效的平衡分数估计减轻了模型规格的负担,是最强大的。这是一个近乎自动的过程,当涉及高维协变量时最有吸引力。我们调查的渐近和数值性质,并证明所提出的方法在人类免疫缺陷病毒疾病的研究。
We introduce effective balancing scores for estimation of the mean response under a missing at random mechanism. Unlike conventional balancing scores, the effective balancing scores are constructed via dimension reduction free of model specification. Three types of effective balancing scores are introduced: those that carry the covariate information about the missingness, the response, or both. They lead to consistent estimation with little or no loss in efficiency. Compared to existing estimators, the effective balancing score based estimator relieves the burden of model specification and is the most robust. It is a near-automatic procedure which is most appealing when high dimensional covariates are involved. We investigate both the asymptotic and the numerical properties, and demonstrate the proposed method in a study on Human Immunodeficiency Virus disease.
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