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A note on the use of kernel functions in weighted estimators

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  • Johnson, Brent A.
  • Boos, Dennis D.

Abstract

We focus on the use of kernel-type functions in estimators for causal mean parameters in a nondynamic treatment regime setting, where treatment regime is a function of a continuous random variable. We explore the asymptotic properties of such estimators when the usual parametric modeling assumptions for the propensity score are made.

Suggested Citation

  • Johnson, Brent A. & Boos, Dennis D., 2005. "A note on the use of kernel functions in weighted estimators," Statistics & Probability Letters, Elsevier, vol. 72(4), pages 345-355, May.
    • Handle: RePEc:eee:stapro:v:72:y:2005:i:4:p:345-355
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    References listed on IDEAS

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    1. Murphy S.A. & van der Laan M.J. & Robins J.M., 2001. "Marginal Mean Models for Dynamic Regimes," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1410-1423, December.
    2. Brent A. Johnson & Anastasios A. Tsiatis, 2004. "Estimating Mean Response as a Function of Treatment Duration in an Observational Study, Where Duration May Be Informatively Censored," Biometrics, The International Biometric Society, vol. 60(2), pages 315-323, June.
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