ترغب بنشر مسار تعليمي؟ اضغط هنا

Avoid Estimating the Unknown Function in a Semiparametric Nonignorable Propensity Model

114   0   0.0 ( 0 )
 نشر من قبل Samidha Sudhakar Shetty
 تاريخ النشر 2021
  مجال البحث الاحصاء الرياضي
والبحث باللغة English




اسأل ChatGPT حول البحث

We study the problem of estimating a functional or a parameter in the context where outcome is subject to nonignorable missingness. We completely avoid modeling the regression relation, while allowing the propensity to be modeled by a semiparametric logistic relation where the dependence on covariates is unspecified. We discover a surprising phenomenon in that the estimation of the parameter in the propensity model as well as the functional estimation can be carried out without assessing the missingness dependence on covariates. This allows us to propose a general class of estimators for both model parameter estimation and functional estimation, including estimating the outcome mean. The robustness of the estimators are nonstandard and are established rigorously through theoretical derivations, and are supported by simulations and a data application.



قيم البحث

اقرأ أيضاً

148 - Yifan Cui , Hongming Pu , Xu Shi 2020
Skepticism about the assumption of no unmeasured confounding, also known as exchangeability, is often warranted in making causal inferences from observational data; because exchangeability hinges on an investigators ability to accurately measure cova riates that capture all potential sources of confounding. In practice, the most one can hope for is that covariate measurements are at best proxies of the true underlying confounding mechanism operating in a given observational study. In this paper, we consider the framework of proximal causal inference introduced by Tchetgen Tchetgen et al. (2020), which while explicitly acknowledging covariate measurements as imperfect proxies of confounding mechanisms, offers an opportunity to learn about causal effects in settings where exchangeability on the basis of measured covariates fails. We make a number of contributions to proximal inference including (i) an alternative set of conditions for nonparametric proximal identification of the average treatment effect; (ii) general semiparametric theory for proximal estimation of the average treatment effect including efficiency bounds for key semiparametric models of interest; (iii) a characterization of proximal doubly robust and locally efficient estimators of the average treatment effect. Moreover, we provide analogous identification and efficiency results for the average treatment effect on the treated. Our approach is illustrated via simulation studies and a data application on evaluating the effectiveness of right heart catheterization in the intensive care unit of critically ill patients.
We study the identification and estimation of statistical functionals of multivariate data missing non-monotonically and not-at-random, taking a semiparametric approach. Specifically, we assume that the missingness mechanism satisfies what has been p reviously called no self-censoring or itemwise conditionally independent nonresponse, which roughly corresponds to the assumption that no partially-observed variable directly determines its own missingness status. We show that this assumption, combined with an odds ratio parameterization of the joint density, enables identification of functionals of interest, and we establish the semiparametric efficiency bound for the nonparametric model satisfying this assumption. We propose a practical augmented inverse probability weighted estimator, and in the setting with a (possibly high-dimensional) always-observed subset of covariates, our proposed estimator enjoys a certain double-robustness property. We explore the performance of our estimator with simulation experiments and on a previously-studied data set of HIV-positive mothers in Botswana.
This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar (1987). The idea is to generate a random finite subset of a parameter space which will automatically contain points which are very close to an unknown true parameter. The motivation for this procedure comes from recent work of Duembgen, Samworth and Schuhmacher (2011) on regression models with log-concave error distributions.
There is a wide range of applications where the local extrema of a function are the key quantity of interest. However, there is surprisingly little work on methods to infer local extrema with uncertainty quantification in the presence of noise. By vi ewing the function as an infinite-dimensional nuisance parameter, a semiparametric formulation of this problem poses daunting challenges, both methodologically and theoretically, as (i) the number of local extrema may be unknown, and (ii) the induced shape constraints associated with local extrema are highly irregular. In this article, we address these challenges by suggesting an encompassing strategy that eliminates the need to specify the number of local extrema, which leads to a remarkably simple, fast semiparametric Bayesian approach for inference on local extrema. We provide closed-form characterization of the posterior distribution and study its large sample behaviors under this encompassing regime. We show a multi-modal Bernstein-von Mises phenomenon in which the posterior measure converges to a mixture of Gaussians with the number of components matching the underlying truth, leading to posterior exploration that accounts for multi-modality. We illustrate the method through simulations and a real data application to event-related potential analysis.
In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a discrete point ma ss at zero and a continuous skewed positive component, and hence such distribution is semicontinuous in the nature. To utilize the information from both populations, we model the positive components of the two mixture distributions via a semiparametric density ratio model. Under this model setup, we construct the maximum empirical likelihood estimators of the linear functionals and their functions, and establish the asymptotic normality of the proposed estimators. We show the proposed estimators of the linear functionals are more efficient than the fully nonparametric ones. The developed asymptotic results enable us to construct confidence regions and perform hypothesis tests for the linear functionals and their functions. We further apply these results to several important summary quantities such as the moments, the mean ratio, the coefficient of variation, and the generalized entropy class of inequality measures. Simulation studies demonstrate the advantages of our proposed semiparametric method over some existing methods. Two real data examples are provided for illustration.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا