Binary Regressors in Dimension Reduction Models: a New Look at Treatment Comparisons
نویسندگان
چکیده
In this paper, new aspects of treatment comparison are brought out via the dimension reduction model of Li (1991) for general regression settings. Denote the treatment indicator by Z and the covariate by X. The model Y = g(v 0 X + Z;) is discussed in detail. Estimates of v and are obtained without assuming a functional form for g. Our method is based on the use of SIR (sliced inverse regression) for reducing the dimensionality of the covariate, followed by a partial-inverse mean matching method for estimating the treatment eeect. Asymptotic theory and a simulation study are presented.
منابع مشابه
Statistica Sinica 5(1995), 667-688 BINARY REGRESSORS IN DIMENSION REDUCTION MODELS: A NEW LOOK AT TREATMENT COMPARISONS
In this paper, new aspects of treatment comparison are brought out via the dimension reduction model of Li (1991) for general regression settings. Denoting the treatment indicator by Z and the covariate by X, the model Y = g(v0X + Z; ) is discussed in detail. Estimates of v and are obtained without assuming a functional form for g. Our method is based on the use of SIR (sliced inverse regressio...
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