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Higher Order Inference On A Treatment Effect Under Low Regularity Conditions.

ABSTRACT: 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.

SUBMITTER: Li L

PROVIDER: S-EPMC3088168 | biostudies-literature | 2011 Jul

REPOSITORIES: biostudies-literature

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Higher Order Inference On A Treatment Effect Under Low Regularity Conditions.

Li Lingling L Tchetgen Eric Tchetgen ET van der Vaart Aad A Robins James M JM

Statistics & probability letters 20110701 7

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 wh ...[more]

PMID: 21552339

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