Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing

DOI10.1214/14-BA922zbMATH Open1334.62045arXiv1509.01042OpenAlexW3102439025MaRDI QIDQ273618FDOQ273618

Authors: Sergio Venturini, Francesca Dominici, Giovanni Parmigiani 

Publication date: 22 April 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Abstract: We propose a new general approach for estimating the effect of a binary treatment on a continuous and potentially highly skewed response variable, the generalized quantile treatment effect (GQTE). The GQTE is defined as the difference between a function of the quantiles under the two treatment conditions. As such, it represents a generalization over the standard approaches typically used for estimating a treatment effect (i.e., the average treatment effect and the quantile treatment effect) because it allows the comparison of any arbitrary characteristic of the outcome's distribution under the two treatments. Following Dominici et al. (2005), we assume that a pre-specified transformation of the two quantiles is modeled as a smooth function of the percentiles. This assumption allows us to link the two quantile functions and thus to borrow information from one distribution to the other. The main theoretical contribution we provide is the analytical derivation of a closed form expression for the likelihood of the model. Exploiting this result we propose a novel Bayesian inferential methodology for the GQTE. We show some finite sample properties of our approach through a simulation study which confirms that in some cases it performs better than other nonparametric methods. As an illustration we finally apply our methodology to the 1987 National Medicare Expenditure Survey data to estimate the difference in the single hospitalization medical cost distributions between cases (i.e., subjects affected by smoking attributable diseases) and controls.

Full work available at URL: https://arxiv.org/abs/1509.01042

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zbMATH Keywords

medical expendituresquantile functionaverage treatment effect (ATE)National Medical Expenditures Survey (NMES)Q-Q plotquantile treatment effect (QTE)tailweight

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited In (2)

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• Smooth quantile ratio estimation

Uses Software

• GSM
• BayesDA

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