论文标题
平均治疗效果的经验可能性加权估计
Empirical Likelihood Weighted Estimation of Average Treatment Effects
论文作者
论文摘要
当主要目标是在随机临床试验(RCT)中估算平均治疗效果(ATE)时,人们对如何有效和客观地使用协变量信息的关注越来越大。在本文中,我们提出了一种有效的加权方法来根据经验可能性(EL)方法提取协变量信息。由此产生的两样本的经验可能加权(ELW)估计量包括两类权重,这些权重是从约束的经验可能性估计程序中获得的,其中协变量信息被有效地纳入一般估计方程的形式中。此外,这种ELW方法将ATE的估计与协变量关系的分析区分开来,这意味着我们的方法保持客观性。从理论上讲,我们表明所提出的ELW估计量是半参数有效的。我们扩展了估计器,以解决随机结果缺失的情况,并证明我们估计器的双重鲁棒性和多重鲁棒性。此外,我们在MAR机制下得出了所有常规和渐近线性半摩托估算器的半参数效率结合,并证明我们提出的估计器达到了这种结合。我们进行仿真以与其他现有估计器进行比较,以证实我们提出的ELW估计器的效率和多重鲁棒性。对AIDS临床试验组协议175(ACTG 175)进行了应用。
There has been growing attention on how to effectively and objectively use covariate information when the primary goal is to estimate the average treatment effect (ATE) in randomized clinical trials (RCTs). In this paper, we propose an effective weighting approach to extract covariate information based on the empirical likelihood (EL) method. The resulting two-sample empirical likelihood weighted (ELW) estimator includes two classes of weights, which are obtained from a constrained empirical likelihood estimation procedure, where the covariate information is effectively incorporated into the form of general estimating equations. Furthermore, this ELW approach separates the estimation of ATE from the analysis of the covariate-outcome relationship, which implies that our approach maintains objectivity. In theory, we show that the proposed ELW estimator is semiparametric efficient. We extend our estimator to tackle the scenarios where the outcomes are missing at random (MAR), and prove the double robustness and multiple robustness properties of our estimator. Furthermore, we derive the semiparametric efficiency bound of all regular and asymptotically linear semiparametric ATE estimators under MAR mechanism and prove that our proposed estimator attains this bound. We conduct simulations to make comparisons with other existing estimators, which confirm the efficiency and multiple robustness property of our proposed ELW estimator. An application to the AIDS Clinical Trials Group Protocol 175 (ACTG 175) data is conducted.