This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 641
Type: Contributed
Date/Time: Thursday, August 5, 2010 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #309077
Title: Estimation of Average Treatment Effect in Causal Inference Using Exponential Tilting Models
Author(s): Ming Zhou*+ and Jae-Kwang Kim
Companies: Iowa State University and Iowa State University
Address: 3410 Snedecor Hall, Ames, IA, 50010,
Keywords: causal effects ; measurement error ; observational study
Abstract:

Estimating the average treatment effect is an important practical problem in causal inference. When the available information is observed from observation study, propensity score adjustment method is commonly used for adjust for the possible selection bias in the observed data. We use the exponential tilting model to obtain optimal propensity scores that lead to efficient estimation of the average treatment effect. Asymptotic properties of the proposed method will be discussed. Some extension to the case when the auxiliary variables are measure with errors will also be covered. Results from limited simulation study will be presented.


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