Covariate balancing propensity score by tailored loss functions

DOI10.1214/18-AOS1698zbMath1420.62464arXiv1601.05890MaRDI QIDQ1731067

Qingyuan Zhao

Publication date: 6 March 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.05890

zbMATH Keywords

robust; convex optimization; confidence intervals; kernel method; generalized linear model; statistical decision theory; inverse probability weighting; regularized regression; proper scoring rule

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F10: Point estimation

62J12: Generalized linear models (logistic models)

Uses Software

• ElemStatLearn
• EigenPrism
• sbw
• KBAL