基于修正的经验似然法的缺失响应问题统计推断

IF 1.2 3区 数学 Q2 STATISTICS & PROBABILITY Statistical Papers Pub Date : 2024-04-16 DOI:10.1007/s00362-024-01553-1
Sima Sharghi, Kevin Stoll, Wei Ning
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引用次数: 0

摘要

在本文中,我们推进了经验似然法(EL)在缺失响应问题上的应用。受 EL 用于参数假设检验的缺陷补救措施的启发,我们对 EL 方法进行了修改,使之适用于当响应存在缺失行为时对平均响应的统计推断。我们提出了一致的平均估计值和相关的置信区间。我们将该方法扩展到因果推断设置中的平均治疗效果估计。我们详细介绍了平均治疗效果的类似估计器,证明了它们的一致性,并举例说明了它们在估计吸烟对动脉粥样硬化性肾动脉狭窄、血压升高、慢性肾病或两者兼有的患者的肾功能的平均影响时的应用。在缺失反应和因果推理设置下,我们提出的估计器在模拟相对均方根误差和平均覆盖概率方面优于历史平均估计器。
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Statistical inferences for missing response problems based on modified empirical likelihood

In this paper, we advance the application of empirical likelihood (EL) for missing response problems. Inspired by remedies for the shortcomings of EL for parameter hypothesis testing, we modify the EL approach used for statistical inference on the mean response when the response is subject to missing behavior. We propose consistent mean estimators, and associated confidence intervals. We extend the approach to estimate the average treatment effect in causal inference settings. We detail the analogous estimators for average treatment effect, prove their consistency, and example their use in estimating the average effect of smoking on renal function of the patients with atherosclerotic renal-artery stenosis and elevated blood pressure, chronic kidney disease, or both. Our proposed estimators outperform the historical mean estimators under missing responses and causal inference settings in terms of simulated relative RMSE and coverage probability on average.

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来源期刊
Statistical Papers
Statistical Papers 数学-统计学与概率论
CiteScore
2.80
自引率
7.70%
发文量
95
审稿时长
6-12 weeks
期刊介绍: The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.
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