Optimal probability weights for inference with constrained precision

DOI10.1080/01621459.2017.1375932MaRDI QIDQ4559678zbMATH OpenOpenAlexFDO

Authors Michele Santacatterina, Matteo Bottai

Publication date 4 December 2018

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2017.1375932

zbMATH Keywords

mathematical programmingnonlinear constrained optimizationprobability weightssampling weightsweighted estimators

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A new approach to weighting and inference in sample surveys
• A unified approach to robust estimation in finite population sampling
• Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
• Fitting regression models with response-biased samples
• scientific article; zbMATH DE number 3236556 (Why is no real title available?)
• scientific article; zbMATH DE number 3296905 (Why is no real title available?)
• scientific article; zbMATH DE number 3080959 (Why is no real title available?)
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Parametric and semi-parametric estimation of regression models fitted to survey data
• Sampling Statistics
• Selected Works of Debabrata Basu
• Stable weights that balance covariates for estimation with incomplete outcome data
• The Effect of Estimating Weights in Weighted Least Squares
• Weighting in survey analysis under informative sampling

Cited in

(9)

• Weighted optimization with thresholding for complete-case analysis
• scientific article; zbMATH DE number 5280056 (Why is no real title available?)
• More efficient policy learning via optimal retargeting
• Model-Assisted Estimation Through Random Forests in Finite Population Sampling
• Optimal probability weights for estimating causal effects of time-varying treatments with marginal structural Cox models
• Balancing vs modeling approaches to weighting in practice
• More robust estimation of average treatment effects using kernel optimal matching in an observational study of spine surgical interventions
• Continuous-time causal inference with marked point process weights: an example on sodium-glucose co-transporters 2 inhibitor medications and urinary tract infection
• Calibration and optimal transport approaches for harmonizing survey weights

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Uses Software

• ipw
• sbw
• Ipopt

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