演講公告

東海大學統計學系學術演講20171121

公告時間:2017-11-21 09:51:18
公告單位:統計學系

 

 

東海大學統計學系學術演講

間:1061121日(星期二下午14:10~15:00

點:管理學院新大樓M146

主講人:黃名鉞助研究員 (中研院統計研究所)

題:Sufficient Dimension Reduction in Causal Inference    

Abstract

In medical and social studies, the main interest is to investigate the causal effect of a treatment on an outcome variable. While the estimation of average treatment effects usually involves multivariate confounders, dimension reduction become a useful approach to reduce the curse of dimensionality and perform more stable estimation. In this talk, I will discuss the Neyman-Rubin model and clarify the definition of a central subspace that is relevant for the efficient estimation of average treatment effects. Under the ignorable selection, we propose a joint cross-validation type criterion to simultaneously estimate the structural dimensions, the basis matrices of the proposed central subspaces, and the optimal bandwidths for estimating the conditional treatment effects. Related large sample properties and finite sample performance will also be discussed.

logo btm

聯絡地址

40704台中市西屯區台灣大道四段1727號

東海大學823號信箱

TEL:(04)23594709、(04)23590206

FAX:(04)23594710

MAIL:Email住址會使用灌水程式保護機制。你需要啟動Javascript才能觀看它

Google