上一篇文章讲了因果推断中的重要组成部分倾向性得分,本篇文章将进入双稳健估计(Doubly Robust Estimation,DR)的内容。 前面章节讲解了如何通过线性回归和倾向性得分权重来估计 E[Y|T=1]−E[Y|T=0]|X ,但是这两个方法适用在何种场景下,如果有这个疑问,那就都结合应用上。双稳健估计就是将倾向性得分和线性回...
First, it is doubly robust, meaning that the proposed estimator is consistent when either the propensity score or the outcome model is correct. Second, it achieves the smallest variance among the class of doubly robust estimators when the propensity score model is correctly specified, regardless of...
conditional on observed baseline covariates (6), and is estimated by using modeling to predict treatment allocation with covariates. In simple terms, PSA is based on the hypothesis that two patients with similar PSs have covariates which come from similar distributions. This ...
论文:Towards Optimal Doubly Robust Estimation of Heterogeneous Causal Effects 一、背景 在no unmeasured confounding假设下,因果推断的异质性估计往往通过conditional average treatment effect(CATE)估计得到,即在协变量X的条件下估计treatment=1和treatment=0的outcome Y差值。 (1)E(Y1−Y0|X=x) 而Pulg-In Esti...
Doubly robust estimation in two-stage dynamic treatment regimes in the presence of drop-out 来自 d-scholarship.pitt.edu 喜欢 0 阅读量: 24 作者: A Topp 摘要: Various methods exist for causal inference about the effects of different treatments from observational studies or randomized trials. A ...
An Alternative Doubly Robust Estimation in Causal Inference Model Doubly robust (DR) methods that employ both the propensity score and outcome models are widely used to estimate the causal effect of a treatment and genera... S Wei,G Li,Z Zhang - 《Communications in Mathematics & Statistics》 ...
Wilson, A.G., Hu, Z., Salakhutdinov, R. & Xing E.P. (2016). Deep kernel learning. In Artificial intelligence and statistics, pp. 370–378. Zhang, B., Tsiatis, A. A., Laber, E. B., & Davidian, M. (2012). A robust method for estimating optimal treatment regimes. Biometrics...
Semiparametric estimationOver the past decade, doubly robust estimators have been proposed for a variety of target parameters in causal inference and missing data models. These are asymptotically unbiased when at least one of two nuisance working models is correctly specified, regardless of which. ...
Secondly, the terminal electrical quantities of all DFIGs are estimated by weighted least absolute value (WLAV) estimation method based on the redundant measurement set. This way, the bad data in the DSE inputs and measurements can be filtered out by WLAV after distinguishing disturbances and ...
In order to combat the influences of both outlier and multicollinearity on geodetic adjustments, a new robust-biased estimation method is proposed by combi... QM Gui,Quo Czhong Li,JK Ou - 《Journal of Surveying Engineering》 被引量: 19发表: 2005年 Doubly Robust Estimation with the R Package...