Semiparametric Analysis of Randomised Experiments using L ...

SEMIPARAMETRIC ANALYSIS OF RANDOMISED EXPERIMENTS ...

Section 5 concludes. 2. Parametric estimation with L-moments. For a distribution function F on the real line with quantile function QF , Hosking (1990) ...

L-moments are linear combinations of order statistics that provide robust alternatives to standard moments. The estimation of parametric density models by ...

arXiv:2311.01217v4 [econ.EM] 6 Jun 2024

* This paper subsumes and supersedes our earlier unpublished paper “Semiparametric analysis of ran- domised experiments using L-moments”.

Semi-parametric estimation of treatment effects in randomised ...

We develop new semi-parametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed.

Semi-parametric estimation of treatment effects in randomised ...

Semiparametric analysis of randomised experiments using. L-moments. Fundação Getulio Vargas, working paper: not peer reviewed. Bickel P. J. ...

SEMIPARAMETRIC TRANSFORMATION MODELS WITH RANDOM ...

We show that the nonparametric maximum likelihood estimators of the model parameters are consistent, asymptotically normal and asymptotically efficient. We ...

nber working paper series

In particular,. Page 5. Semiparametric Estimation of Treatment Effects in Randomized Experiments. [3] we exhibit efficient M and L estimates for outcome ...

The Econometrics of Randomized Experiments

This chapter draws from a variety of literatures, including the statistical literature on the analysis and design of experiments, e.g., Wu and Hamada (2009), ...

Semiparametric analysis of a generalized linear model with multiple ...

A two-stage procedure based on semiparametric pseudo-likelihood is proposed for estimating the effects of these covariates on health outcome.

Latent Subgroup Analysis of a Randomized Clinical Trial Through a ...

This paper studies a semiparametric accelerated failure time mixture model for estimation of a biological treatment effect on a latent ...

(PDF) Semi-parametric estimation of treatment effects in randomised ...

We propose using parametric models for the treatment effects, leading to semi-parametric models for the outcome distributions. We derive the ...

Semiparametric Efficient Inference in Adaptive Experiments

Randomized experiments with two treatment arms, also known as A/B ... Randomization analysis of experimental data: The Fisher randomization test comment.

Change point models for cognitive tests using semi-parametric ...

Non-parametric maximum likelihood estimation of random effects in models with linear predictors has been discussed in Aitkin (1999), Molenberghs and Verbeke ( ...

Semiparametric Analysis of Random Effects Linear Models from ...

KEYWORDS: Semiparametric estimation, binary response, panel data, maximum score. INTRODUCTION. ANDERSEN (1970) CONSIDERED the problem of inference on random ...

SEMIPARAMETRIC INFERENCE AND MODELS

Here the limit experiment still is observing a normal random vector X with mean I(θ0)t and known covariance matrix I(θ0), but the parameter of ...

Semiparametric analysis of transformation models with censored data

In practice, however, such an assumption is often too restrictive, even for randomised clinical trials. The estimation procedure proposed in ...

Semiparametric Analysis of Long-Memory Time Series - JSTOR

(1.2) L( -*) 1 as A --- o, for all t > . Received August 1991; revised March 1993. lThis article is based on research funded by the Economic and Social Research ...

Semiparametric analysis of zero‐inflated recurrent events with a ...

In this article, we propose a zero-inflated generalized joint frailty model and a sieve maximum likelihood approach to analyze zero-inflated recurrent events ...

Semiparametric Estimation of Treatment Effects in Randomized ...

We develop new semiparametric methods for estimating treatment effects. We focus on a setting where the outcome distributions may be thick tailed.

Semiparametric Estimation of Treatment Effects in Randomized ...

The proportional hazard model with unobserved heterogeneity gives the hazard function of a random variable conditional on covariates and a second random ...