A causal bootstrap
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Publication:820808
Abstract: The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical distribution function of the sample as an approximation for the true distribution function. This approach views the uncertainty in the estimator as coming exclusively from sampling uncertainty. We argue that for causal estimands the uncertainty arises entirely, or partially, from a different source, corresponding to the stochastic nature of the treatment received. We develop a bootstrap procedure that accounts for this uncertainty, and compare its properties to that of the classical bootstrap.
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Cited in
(5)- A bootstrap causality test for covariance stationary processes
- A fast bootstrap algorithm for causal inference with large data
- The designed bootstrap for causal inference in big observational data
- Generalizing treatment effects with incomplete covariates: identifying assumptions and multiple imputation algorithms
- Resampling-based confidence intervals and bands for the average treatment effect in observational studies with competing risks
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