平衡优化子集选择中的偏差:通过示例进行探索

Bias in Balance Optimization Subset Selection: Exploration through examples

Journal of the Operational Research Society · 2018
被引 6
ABS 3

中文导读

研究从观测数据估计处理效应时,平衡优化子集选择(BOSS)方法可能产生偏差的各种情况,通过示例说明并尝试减轻偏差,同时引入新的不平衡度量。

Abstract

When estimating a treatment effect from observational data, researchers encounter bias regardless of estimation methods. In this paper, we focus on a particular method of estimation called Balance Optimization Subset Selection (BOSS). This paper investigates all the possible cases that may lead to bias in the context of BOSS, provides examples for those cases and tries to mitigate the bias. While doing so, we define a balance hierarchy and a correct imbalance measure which corresponds to the form of the response functions. In addition, new imbalance measures drawn from the Cramer-von Mises test statistic are introduced. The cases of insufficient data and suboptimality that can arise in causal analysis with BOSS are also presented.

计量经济学因果推断机器学习统计学