Higher order inference on a treatment effect under low regularity conditions

Lingling Li, Eric Tchetgen Tchetgen, Aad van der Vaart and James M. Robins

Statistics & Probability Letters, 2011, vol. 81, issue 7, 821-828

Abstract: We describe a novel approach to nonparametric point and interval estimation of a treatment effect in the presence of many continuous confounders. We show that the problem can be reduced to that of point and interval estimation of the expected conditional covariance between treatment and response given the confounders. Our estimators are higher order U-statistics. The approach applies equally to the regular case where the expected conditional covariance is root-n estimable and to the irregular case where slower nonparametric rates prevail.

Keywords: Minimax; U-statistics; Influence; functions; Nonparametric; Semiparametric (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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