Results 121 to 130 of about 45,340 (210)
A Tutorial on Optimal Dynamic Treatment Regimes
ABSTRACT A dynamic treatment regime (DTR) is a sequence of treatment decision rules tailored to an individual's evolving status over time. In precision medicine, much focus has been placed on finding an optimal DTR which, if followed by everyone in the population, would yield the best outcome on average; and extensive investigations have been conducted
Chunyu Wang, Brian D. M. Tom
wiley +1 more source
ABSTRACT Confounding bias and selection bias are two major challenges in causal inference with observational data. While numerous methods have been developed to mitigate confounding bias, they often assume that the data are representative of the study population and ignore the potential selection bias introduced during data collection.
Wei Liang, Changbao Wu
wiley +1 more source
Estimation of Copula-Based Semiparametric Time Series Models [PDF]
This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Xiaohong Chen, Yanqin Fan
core
Recanting Twins: Addressing Intermediate Confounding in Mediation Analysis
ABSTRACT The presence of intermediate confounders, also called recanting witnesses, is a fundamental challenge to the investigation of causal mechanisms in mediation analysis, preventing the identification of natural path‐specific effects. Common alternatives (such as randomizational interventional effects) are problematic because they can take non ...
Tat‐Thang Vo +4 more
wiley +1 more source
Treatment Effect Heterogeneity of Farmers Participating in Cooperatives
ABSTRACT Despite the many studies providing evidence of the benefits of cooperatives, most small farms and farm households, particularly in transition economies, do not participate in them. This study analyses the effect of cooperative activity on farm performance using a large‐scale farm survey conducted in Armenia. In addition, it addresses the issue
Drini Imami +4 more
wiley +1 more source
Bayesian Estimation of the Semiparametric Spatial Lag Model
This paper proposes a semiparametric spatial lag model and develops a Bayesian estimation method for this model. In the estimation of the model, the paper combines Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm, random walk Metropolis ...
Kunming Li, Liting Fang
doaj +1 more source
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects [PDF]
In this paper, we consider semiparametric estimation in a partially linear single-index panel data model with fixed effects. Without taking the difference explicitly, we propose using a semiparametric minimum average variance estimation (SMAVE) based on ...
Degui Li, Jia Chen, Jiti Gao
core
ABSTRACT For binary outcome models, an endogeneity correction based on nonlinear rank‐based transformations is proposed. Identification without external instruments is achieved under one of two assumptions: Either the endogenous regressor is a nonlinear function of one component of the error term, conditional on the exogenous regressors, or the ...
Alexander Mayer, Dominik Wied
wiley +1 more source
Semiparametric Bootstrap Prediction Intervals in time Series
One of the main goals of studying the time series is estimation of prediction interval based on an observed sample path of the process. In recent years, different semiparametric bootstrap methods have been proposed to find the prediction intervals ...
N. Iranpanah, P Mikelani
doaj
Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect
To describe the stylized features of volatility comprehensively, this paper embeds the time-varying leverage effect of volatility into the Realized Generalized AutoRegressive Conditional Heteroskedasticity (RG) model and proposes a new volatility model ...
Jinguan Lin +3 more
doaj +1 more source

