Affinely invariant matching methods with discriminant mixtures of proportional ellipsoidally symmetric distributions

DOI10.1214/009053606000000407zbMATH Open1246.62159arXivmath/0611263OpenAlexW2065121870WikidataQ61479669 ScholiaQ61479669MaRDI QIDQ449948FDOQ449948

Authors: Elizabeth A. Stuart, Donald B. Rubin 

Publication date: 3 September 2012

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

Abstract: In observational studies designed to estimate the effects of interventions or exposures, such as cigarette smoking, it is desirable to try to control background differences between the treated group (e.g., current smokers) and the control group (e.g., never smokers) on covariates $X$ (e.g., age, education). Matched sampling attempts to effect this control by selecting subsets of the treated and control groups with similar distributions of such covariates. This paper examines the consequences of matching using affinely invariant methods when the covariate distributions are ``discriminant mixtures of proportional ellipsoidally symmetric (DMPES) distributions, a class herein defined, which generalizes the ellipsoidal symmetry class of Rubin and Thomas [Ann. Statist. 20 (1992) 1079--1093]. The resulting generalized results help indicate why earlier results hold quite well even when the simple assumption of ellipsoidal symmetry is not met [e.g., Biometrics 52 (1996) 249--264]. Extensions to conditionally affinely invariant matching with conditionally DMPES distributions are also discussed.

Full work available at URL: https://arxiv.org/abs/math/0611263

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zbMATH Keywords

causal inferencematched samplingpropensity scoresequal percent bias reducing (EPBR)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Sampling theory, sample surveys (62D05)

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Cited In (7)

• Bias reduction with variable percent bias reducing matching
• Propensity score modelling in observational studies using dimension reduction methods
• Affinely invariant matching methods with ellipsoidal distributions
• Matching algorithms for causal inference with multiple treatments
• Equal percent bias reduction and variance proportionate modifying properties with mean-covariance preserving matching
• Analyses that Inform Policy Decisions
• Matching methods for causal inference: a review and a look forward

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