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For importance sampling (IS), multiple proposals can be combined to address different aspects of a target distribution. There are various methods for IS with multiple proposals, including Hesterberg's stratified IS estimator, Owen and Zhou's regression estimator, and Tan's maximum likelihood...
Persistent link: https://www.econbiz.de/10010824056
Consider three different but related problems with auxiliary information: infinite population sampling or Monte Carlo with control variates, missing response with explanatory variables, and Poisson and rejective sampling with auxiliary variables. We demonstrate unified regression and likelihood...
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Drawing inferences about the effects of exposures or treatments is a common challenge in many scientific fields. We propose two methods serving complementary purposes in causal inference. One can be used to estimate average causal effects, assuming ``no confounding" given measured covariates....
Persistent link: https://www.econbiz.de/10005752657
Causal approaches based on the potential outcome framework provide a useful tool for addressing noncompliance problems in randomized trials. We propose a new estimator of causal treatment effects in randomized clinical trials with noncompliance. We use the empirical likelihood approach to...
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For missing data and causal inference problems, Rubin and van der Laan (2008) proposed estimators to achieve so-called improved local efficiency. We show that their estimators agree with existing estimators in the case of linear models, point out that one particular version of their estimators...
Persistent link: https://www.econbiz.de/10005246587
We give a definition of a bounded edge within the causal directed acyclic graph framework. A bounded edge generalizes the notion of a signed edge and is defined in terms of bounds on a ratio of survivor probabilities. We derive rules concerning the propagation of bounds. Bounds on causal effects...
Persistent link: https://www.econbiz.de/10010544469