Statistical Inferences for Missing Data/causal Inferences Based on Modified Empirical Likelihood

Statistical Inferences for Missing Data/causal Inferences Based on Modified Empirical Likelihood
Author: Sima Sharghi
Publisher:
Total Pages: 167
Release: 2021
Genre: Estimation theory
ISBN:

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In this dissertation we first modify profile empirical likelihood function conditioned on complete data to estimate the population mean in presence of missing values in the response variable. Also in Chapter 3 under the counterfactual potential outcome by Rubin (1974, 1976, 1977), we propose some methods to estimate causal effect. This dissertation specifically expands upon the work of Qin and Zhang (2007), as they fail to address two main shortcomings of their empirical likelihood utilization. The first flaw is when the estimation fails to exist. The second flaw is under- coverage probability of the confidence region. Both of these two flaws get exacerbated when the sample size is small.In Chapter 2, we modify the associated empirical likelihood function to obtain consistent estimators which address each of the shortcomings. Our adjusted-empirical-likelihood-based consistent estimator, using similar strategy to Chen et al. (2008), adds a point to the convex hull of the data to ensure the algorithm converges. Furthermore, inspired by Jing et al.2017, we propose a quadratic transformation to the associated empirical likelihood ratio test statistic to yield a consistent estimator with greater coverage probability.In Chapter 3 using the techniques developed in Chapter 2, adjusted empirical likelihood causal effect estimator which is consistent is developed.In Chapter 2 simulation study for estimating the mean response under the presence of missing values, both of our proposed estimators show competitive results compared with other historical method. These modified estimators generally outperform historical estimators in terms of RMSE and coverage probability. Chapter 3 simulations exhibit that the consistent adjusted empirical likelihood causal effect estimator is competitive compared to the historical methods.Along the way, we also propose a weighted adjusted empirical likelihood for both estimating the mean response, and causal effect, which is proved to be consistent under the presence of missing values in the response variable. This estimator exhibits competitive results compared with the empirical likelihood estimator proposed by Qin and Zhang (2007).

The Prevention and Treatment of Missing Data in Clinical Trials

The Prevention and Treatment of Missing Data in Clinical Trials
Author: National Research Council
Publisher: National Academies Press
Total Pages: 163
Release: 2010-12-21
Genre: Medical
ISBN: 030918651X

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Randomized clinical trials are the primary tool for evaluating new medical interventions. Randomization provides for a fair comparison between treatment and control groups, balancing out, on average, distributions of known and unknown factors among the participants. Unfortunately, these studies often lack a substantial percentage of data. This missing data reduces the benefit provided by the randomization and introduces potential biases in the comparison of the treatment groups. Missing data can arise for a variety of reasons, including the inability or unwillingness of participants to meet appointments for evaluation. And in some studies, some or all of data collection ceases when participants discontinue study treatment. Existing guidelines for the design and conduct of clinical trials, and the analysis of the resulting data, provide only limited advice on how to handle missing data. Thus, approaches to the analysis of data with an appreciable amount of missing values tend to be ad hoc and variable. The Prevention and Treatment of Missing Data in Clinical Trials concludes that a more principled approach to design and analysis in the presence of missing data is both needed and possible. Such an approach needs to focus on two critical elements: (1) careful design and conduct to limit the amount and impact of missing data and (2) analysis that makes full use of information on all randomized participants and is based on careful attention to the assumptions about the nature of the missing data underlying estimates of treatment effects. In addition to the highest priority recommendations, the book offers more detailed recommendations on the conduct of clinical trials and techniques for analysis of trial data.

Inference for Heavy-Tailed Data

Inference for Heavy-Tailed Data
Author: Liang Peng
Publisher: Academic Press
Total Pages: 182
Release: 2017-08-11
Genre: Mathematics
ISBN: 012804750X

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Heavy tailed data appears frequently in social science, internet traffic, insurance and finance. Statistical inference has been studied for many years, which includes recent bias-reduction estimation for tail index and high quantiles with applications in risk management, empirical likelihood based interval estimation for tail index and high quantiles, hypothesis tests for heavy tails, the choice of sample fraction in tail index and high quantile inference. These results for independent data, dependent data, linear time series and nonlinear time series are scattered in different statistics journals. Inference for Heavy-Tailed Data Analysis puts these methods into a single place with a clear picture on learning and using these techniques. Contains comprehensive coverage of new techniques of heavy tailed data analysis Provides examples of heavy tailed data and its uses Brings together, in a single place, a clear picture on learning and using these techniques

Causal Inference in Statistics

Causal Inference in Statistics
Author: Judea Pearl
Publisher: John Wiley & Sons
Total Pages: 162
Release: 2016-01-25
Genre: Mathematics
ISBN: 1119186862

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CAUSAL INFERENCE IN STATISTICS A Primer Causality is central to the understanding and use of data. Without an understanding of cause–effect relationships, we cannot use data to answer questions as basic as "Does this treatment harm or help patients?" But though hundreds of introductory texts are available on statistical methods of data analysis, until now, no beginner-level book has been written about the exploding arsenal of methods that can tease causal information from data. Causal Inference in Statistics fills that gap. Using simple examples and plain language, the book lays out how to define causal parameters; the assumptions necessary to estimate causal parameters in a variety of situations; how to express those assumptions mathematically; whether those assumptions have testable implications; how to predict the effects of interventions; and how to reason counterfactually. These are the foundational tools that any student of statistics needs to acquire in order to use statistical methods to answer causal questions of interest. This book is accessible to anyone with an interest in interpreting data, from undergraduates, professors, researchers, or to the interested layperson. Examples are drawn from a wide variety of fields, including medicine, public policy, and law; a brief introduction to probability and statistics is provided for the uninitiated; and each chapter comes with study questions to reinforce the readers understanding.

Causal Inferences in Nonexperimental Research

Causal Inferences in Nonexperimental Research
Author: Hubert M. Blalock Jr.
Publisher: UNC Press Books
Total Pages: 214
Release: 2018-08-25
Genre: Philosophy
ISBN: 0807873020

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Taking an exploratory rather than a dogmatic approach to the problem, this book pulls together materials bearing on casual inference that are widely scattered in the philosophical, statistical, and social science literature. It is written in nonmathematical terms, and it is imaginative and sophisticated from both a theoretical and a statistical point of view. Originally published in 1964. A UNC Press Enduring Edition -- UNC Press Enduring Editions use the latest in digital technology to make available again books from our distinguished backlist that were previously out of print. These editions are published unaltered from the original, and are presented in affordable paperback formats, bringing readers both historical and cultural value.

Causal Inference for Statistics, Social, and Biomedical Sciences

Causal Inference for Statistics, Social, and Biomedical Sciences
Author: Guido W. Imbens
Publisher: Cambridge University Press
Total Pages: 647
Release: 2015-04-06
Genre: Mathematics
ISBN: 1316094391

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Most questions in social and biomedical sciences are causal in nature: what would happen to individuals, or to groups, if part of their environment were changed? In this groundbreaking text, two world-renowned experts present statistical methods for studying such questions. This book starts with the notion of potential outcomes, each corresponding to the outcome that would be realized if a subject were exposed to a particular treatment or regime. In this approach, causal effects are comparisons of such potential outcomes. The fundamental problem of causal inference is that we can only observe one of the potential outcomes for a particular subject. The authors discuss how randomized experiments allow us to assess causal effects and then turn to observational studies. They lay out the assumptions needed for causal inference and describe the leading analysis methods, including matching, propensity-score methods, and instrumental variables. Many detailed applications are included, with special focus on practical aspects for the empirical researcher.

Statistical Inference as Severe Testing

Statistical Inference as Severe Testing
Author: Deborah G. Mayo
Publisher: Cambridge University Press
Total Pages: 503
Release: 2018-09-20
Genre: Mathematics
ISBN: 1108563309

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Mounting failures of replication in social and biological sciences give a new urgency to critically appraising proposed reforms. This book pulls back the cover on disagreements between experts charged with restoring integrity to science. It denies two pervasive views of the role of probability in inference: to assign degrees of belief, and to control error rates in a long run. If statistical consumers are unaware of assumptions behind rival evidence reforms, they can't scrutinize the consequences that affect them (in personalized medicine, psychology, etc.). The book sets sail with a simple tool: if little has been done to rule out flaws in inferring a claim, then it has not passed a severe test. Many methods advocated by data experts do not stand up to severe scrutiny and are in tension with successful strategies for blocking or accounting for cherry picking and selective reporting. Through a series of excursions and exhibits, the philosophy and history of inductive inference come alive. Philosophical tools are put to work to solve problems about science and pseudoscience, induction and falsification.

Inferential Models

Inferential Models
Author: Ryan Martin
Publisher: CRC Press
Total Pages: 274
Release: 2015-09-25
Genre: Mathematics
ISBN: 1439886512

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A New Approach to Sound Statistical ReasoningInferential Models: Reasoning with Uncertainty introduces the authors' recently developed approach to inference: the inferential model (IM) framework. This logical framework for exact probabilistic inference does not require the user to input prior information. The authors show how an IM produces meaning

An Introduction to Causal Inference

An Introduction to Causal Inference
Author: Judea Pearl
Publisher: Createspace Independent Publishing Platform
Total Pages: 0
Release: 2015
Genre: Causation
ISBN: 9781507894293

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This paper summarizes recent advances in causal inference and underscores the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all causal inferences, the languages used in formulating those assumptions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interventions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attribution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both. The tools are demonstrated in the analyses of mediation, causes of effects, and probabilities of causation. -- p. 1.