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依从者平均因果效应的统计推断 被引量:1

Statistical Inference of Complier Average Causal Effect
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摘要 本文主要研究临床试验中出现不依从现象时依从子总体的平均因果效应的统计推断。考虑在实际服药状态是二值变量且有相关性,治疗响应变量连续取值的情形,同时考虑协变量对治疗效果有影响的情况下,给出了治疗效果参数的可识别性及近似条件极大似然估计,且构造了记分检验统计量。对特殊模型进行了模拟,结果表明与理论预期一致。 In this paper,we study the statistical inference of compiler average causal effect when noncompliance appears in clinical trials.Assuming that the actual treatment variables are binary and correlated,and the response variables are continuous,the estimation of treatment effect adjusted for covariates is considered.We propose the identifiability and an approximate likelihood estimators of the treatment causal parameters,and construct a score test.We carry out simulations based on a special model,and the results reveal that the test appears as anticipated theoretically.
出处 《数理统计与管理》 CSSCI 北大核心 2015年第3期409-419,共11页 Journal of Applied Statistics and Management
基金 国家自然科学基金(10971007 11271039) 教育部博士点基金资助项目
关键词 不依从 依从者的平均因果效应 治疗效果参数 记分检验 noncompliance complier average causal effect the treatment causal parameters score test
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参考文献7

  • 1Alberto Abadie.Semiparametric instrumental variable estimation of treatment response models[J]. Journal of Econometrics . 2002 (2)
  • 2Alberto Abadie.Bootstrap tests for distributional treatment effects in instrumental variable models. Journal of the American Statistical Association . 2002
  • 3Guido W. Imbens,Joshua D. Angrist.Identification and estimation of local average treatment effects. Econometrica . 1994
  • 4Joshua D. Angrist,Guido W. Imbens,Donald B. Rubin.Identification of causal effects using instrumental variables. (With discussion). Journal of the American Statistical Association . 1996
  • 5Guido W. Imbens,Donald B. Rubin.Estimating Outcome Distributions for Compliers in Instrumental Variables Models. The Review of Economic Studies . 1997
  • 6Hua Chen,Zhi Geng,Xiao-Hua Zhou.Identifiability and estimation of causal effects in randomized trials with noncompliance and completely nonignorable missing data. Biometrics . 2009
  • 7Guido W. Imbens,Donald B. Rubin.Bayesian inference for causal effects in randomized experiments with noncompliance. The Annals of Statistics . 1997

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