Applied Bayesian Modeling and Causal Inference from - download pdf or read online

By Andrew Gelman, Xiao-Li Meng

ISBN-10: 0471486957

ISBN-13: 9780471486954

Statistical thoughts that take account of lacking facts in a scientific trial, census, or different experiments, observational stories, and surveys are of accelerating significance. using more and more strong desktops and algorithms has made it attainable to check statistical difficulties from a Bayesian point of view. those issues are hugely lively study parts and feature vital functions throughout a variety of disciplines.
This e-book is a set of articles from top researchers on statistical tools when it comes to lacking information research, causal inference, and statistical modeling, together with a number of imputation, propensity ratings, instrumental variables, and Bayesian inference. The e-book is devoted to Professor Donald Rubin, at the social gathering of his sixtieth birthday, in acceptance of his many and wide-ranging contributions to stats, really to the subject of statistical research with lacking data.

Provides an authoritative assessment of numerous vital statistical themes for either learn and applications.
Adopts a practical method of describing quite a lot of intermediate and complicated statistical techniques.
Covers key issues equivalent to a number of imputation, propensity ratings, instrumental variables and Bayesian inference.
Includes a number of functions from the social, well-being, organic, and actual sciences.
Features assessment chapters for every a part of the book.
Edited and authored by means of hugely revered researchers within the area.
Applied Bayesian Modeling and Causal Inference from Incomplete-Data views provides an summary with examples of those key themes compatible for researchers in all parts of facts. It adopts a pragmatic method appropriate for utilized statisticians operating in social and political sciences, organic and scientific sciences, and actual sciences, in addition to graduate scholars of records and biostatistics.

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Additional info for Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives (Wiley Series in Probability and Statistics)

Sample text

Propensity scores can also be used in other ways. For instance, propensity scores can be used in exact or approximate permutation inference, alone or in conjunction with covariate adjustment (Rosenbaum, 1984a, 2002a). The reciprocal of the propensity score may be used as a form of weighting adjustment (Rosenbaum, 1987a; Robins, Rotnitzky, and Zhao, 1995; Imbens, 2000). Structure of matched sets There are limits to what can be accomplished with pair matching, in which one treated subject is matched to one control.

The estimators in columns (4) to (8) have both these characteristics, whereas in where δ is the treatment effect and we include age, age2 , education, no degree, black, Hispanic, RE74, and RE75 as controls. We use the same covariates for within-stratum regressions and the post-matching weighted regression. 34 CAUSAL EFFECTS IN NONEXPERIMENTAL STUDIES—DEHEJIA NSW Earnings Less Comparison Group Earnings NSW Treatment Earnings Less Comparison Group Earnings, Propensity Score Estimates Quadratic in the Estimated Stratifying on the Matching on the p-score Estimated p-score Estimated p-score (1) (2) (3) (4) (5) (6) (7) (8) Difference Regression Difference Regression [Observations]a Difference Regression in Means Adjusted in Means Adjusted in Means Adjustedb NSW 1794 (633) 1672 (638) PSID −15205 (1154) 731 (886) 294 (1389) 1608 (1571) 1494 (1581) [1255] 1691 (2209) 1473 (809) CPS −8498 (712) 972 (550) 1117 (747) 1713 (1115) 1774 (1152) [4117] 1582 (1069) 1616 (751) a Number of observations refers to the actual number of comparison and treatment units used for (3) to (5), namely all treatment units and those comparison units whose estimated propensity score is greater than the minimum, and less than the maximum, estimated propensity score for the treatment group.

In the second step, given the estimated propensity score, we need to estimate a univariate nonparametric regression E(Yi |Ti = j, p(Xi )), for j = 0, 1. , see H¨ardle and Linton, 1994; Heckman, Ichimura, and Todd, 1997) or weighting (see Hirano, Imbens, and Ridder, 2002). With stratification, observations are sorted from lowest to highest estimated propensity score. We discard the comparison units with an estimated propensity score less than the minimum (or greater than the maximum) estimated propensity score for treated units.

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Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives (Wiley Series in Probability and Statistics) by Andrew Gelman, Xiao-Li Meng

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