Evaluating model selection criteria for nuisance models in causal inference : (when the true models are finite mixtures)
When using inverse probability weighting (IPW) and doubly robust (DR) estimators for estimating the causal effect we need to use nuisance models for estimating the propensity scores, and for the DR estimator also the outcome regression. These nuisance models are often created using a selection of co...
Main Author: | Hellman, Samuel |
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Format: | Others |
Language: | English |
Published: |
Umeå universitet, Statistik
2016
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122686 |
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