Approximate Bayesian Inference for Doubly Robust Estimation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Robust Sequential Approximate Bayesian Estimation

An approximation tothe sequential updating of the distribution flocation parameters of a linear time series model is developed for non-normal observations. The behaviour of the resulting non-linear recursive filtering algorithm isexamined and shown to have certain desirable properties for a variety of non-normal error distributions. Illustrative examples are given and relationships with previou...

متن کامل

A Bayesian view of doubly robust causal inference

tion of these. Approaches based on modelling the treatment assignment mechanism, along with their doubly robust extensions, have been difficult to motivate using formal likelihood-based or Bayesian arguments, as the treatment assignment model plays no part in inferences concerning the expected outcomes. On the other hand, forcing dependency between the outcome and treatment assignment models by...

متن کامل

Doubly robust estimation in missing data and causal inference models.

The goal of this article is to construct doubly robust (DR) estimators in ignorable missing data and causal inference models. In a missing data model, an estimator is DR if it remains consistent when either (but not necessarily both) a model for the missingness mechanism or a model for the distribution of the complete data is correctly specified. Because with observational data one can never be...

متن کامل

Approximate Bayesian Inference for Quantiles

Suppose data consist of a random sample from a distribution function FY , which is unknown, and that interest focuses on inferences on θ, a vector of quantiles of FY . When the likelihood function is not fully specified, a posterior density cannot be calculated and Bayesian inference is difficult. This article considers an approach which relies on a substitution likelihood characterized by a ve...

متن کامل

Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step, but retain a fully nonparametric specification in the first step. Such estimators exist in many economic applications, including a wide range of missing data and treatment effect models. We show that these estimators are √ n-consistent and asymptotically normal ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bayesian Analysis

سال: 2016

ISSN: 1936-0975

DOI: 10.1214/14-ba928