Type I Error Rates, Coverage of Confidence Intervals, and Variance Estimation in Propensity-Score Matched Analyses

Propensity score interval matching: using bootstrap confidence intervals for accommodating estimation errors of propensity scores

BACKGROUND Propensity score methods have become a popular tool for reducing selection bias in making causal inference from observational studies in medical research. Propensity score matching, a key component of propensity score methods, normally matches units based on the distance between point estimates of the propensity scores. The problem with this technique is that it is difficult to estab...

Bootstrap Confidence Intervals for the Estimation of Average Treatment Effect on Propensity Score

Funded by collage st. innovative projects Received: January 21, 2011 Accepted: February 10, 2011 doi:10.5539/jmr.v3n3p52 Abstract Causal inferences on the average treatment effect in observational studies are always difficult problems because the distributions of samples in the two treatment groups can not be observed at the same time, and the estimation of the treatment effect is often biased....

Honest Confidence Intervals for the Error Variance in Stepwise Regression

An honest confidence interval for the error variance in a stepwise regression is a one-sided interval that adjusts for the effects of variable selection. The endpoint of this interval may be many times larger than the usual endpoint. Such adjustments are most important when selecting variables from a large number of available predictors, particularly in situations with more available predictors...

Explicit Nonparametric Confidence Intervals for the Variance with Guaranteed Coverage

_________________________________________________________________ In this paper, we provide a method for constructing confidence intervals for the variance that exhibit guaranteed coverage probability for any sample size, uniformly over a wide class of probability distributions. In contrast, standard methods achieve guaranteed coverage only in the limit for a fixed distribution or for any sampl...

Variance Estimation and Construction of Confidence Intervals for GEE Estimator