249 research outputs found
The Calculus of M-estimation in R with geex
M-estimation, or estimating equation, methods are widely applicable for point
estimation and asymptotic inference. In this paper, we present an R package
that can find roots and compute the empirical sandwich variance estimator for
any set of user-specified, unbiased estimating equations. Examples from the
M-estimation primer by Stefanski and Boos (2002) demonstrate use of the
software. The package also includes a framework for finite sample variance
corrections and a website with an extensive collection of tutorials
Nonparametric Bounds and Sensitivity Analysis of Treatment Effects
This paper considers conducting inference about the effect of a treatment (or
exposure) on an outcome of interest. In the ideal setting where treatment is
assigned randomly, under certain assumptions the treatment effect is
identifiable from the observable data and inference is straightforward.
However, in other settings such as observational studies or randomized trials
with noncompliance, the treatment effect is no longer identifiable without
relying on untestable assumptions. Nonetheless, the observable data often do
provide some information about the effect of treatment, that is, the parameter
of interest is partially identifiable. Two approaches are often employed in
this setting: (i) bounds are derived for the treatment effect under minimal
assumptions, or (ii) additional untestable assumptions are invoked that render
the treatment effect identifiable and then sensitivity analysis is conducted to
assess how inference about the treatment effect changes as the untestable
assumptions are varied. Approaches (i) and (ii) are considered in various
settings, including assessing principal strata effects, direct and indirect
effects and effects of time-varying exposures. Methods for drawing formal
inference about partially identified parameters are also discussed.Comment: Published in at http://dx.doi.org/10.1214/14-STS499 the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
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