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Optimal restricted estimation for more efficient longitudinal causal inference

Author

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  • Kennedy, Edward H.
  • Joffe, Marshall M.
  • Small, Dylan S.

Abstract

Efficient semiparametric estimation of longitudinal causal effects is often analytically or computationally intractable. We propose a novel restricted estimation approach for increasing efficiency, which can be used with other techniques, is straightforward to implement, and requires no additional modeling assumptions.

Suggested Citation

  • Kennedy, Edward H. & Joffe, Marshall M. & Small, Dylan S., 2015. "Optimal restricted estimation for more efficient longitudinal causal inference," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 185-191.
    • Handle: RePEc:eee:stapro:v:97:y:2015:i:c:p:185-191
    DOI: 10.1016/j.spl.2014.11.022
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    References listed on IDEAS

    as
    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Imbens, Guido W, 2002. "Generalized Method of Moments and Empirical Likelihood," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 493-506, October.
    3. Z. Tan, 2011. "Efficient restricted estimators for conditional mean models with missing data," Biometrika, Biometrika Trust, vol. 98(3), pages 663-684.
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