Li Lingling, Tchetgen Eric Tchetgen, van der Vaart Aad, Robins James M
Harvard Pilgrim Health Care Institute and Harvard Medical School.
Stat Probab Lett. 2011 Jul 1;81(7):821-828. doi: 10.1016/j.spl.2011.02.030.
We describe a novel approach to nonparametric point and interval estimation of a treatment effect in the presence of many continuous confounders. We show the problem can be reduced to that of point and interval estimation of the expected conditional covariance between treatment and response given the confounders. Our estimators are higher order U-statistics. The approach applies equally to the regular case where the expected conditional covariance is root-n estimable and to the irregular case where slower non-parametric rates prevail.
我们描述了一种在存在许多连续混杂因素的情况下对治疗效果进行非参数点估计和区间估计的新方法。我们表明，该问题可以简化为在给定混杂因素的情况下对治疗与反应之间的预期条件协方差进行点估计和区间估计的问题。我们的估计量是高阶U统计量。该方法同样适用于预期条件协方差是根n可估计的常规情况，以及非参数速率较慢的不规则情况。
