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| === 估计器公式 === | | === 估计器公式 === |
− | <math>
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− | \begin{align}
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− |
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− | <math>
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− | \begin{align}
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− | === Estimator Formula ===
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| <math> | | <math> |
| \begin{align} | | \begin{align} |
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− | \hat{\mu}^{AIPWE}_{a,n}
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− |
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| \hat{\mu}^{AIPWE}_{a,n} | | \hat{\mu}^{AIPWE}_{a,n} |
− |
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− | 如果你想要的话,你可以选择
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− |
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− | &=
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− | \frac{1}{n}
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− | \sum_{i=1}^n\Biggl(\frac{Y_{i}1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})} -
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− | \frac{1_{A_{i}=a}-\hat{p}_n(A_i|X_i)}{\hat{p}_n(A_i|X_i)}\hat{Q}_n(X_i,a)\Biggr) \\
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− |
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− | &=
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− | \frac{1}{n}
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− | \sum_{i=1}^n\Biggl(\frac{Y_{i}1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})} -
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− | \frac{1_{A_{i}=a}-\hat{p}_n(A_i|X_i)}{\hat{p}_n(A_i|X_i)}\hat{Q}_n(X_i,a)\Biggr) \\
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− |
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| &= | | &= |
| \frac{1}{n} | | \frac{1}{n} |
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| \sum_{i=1}^n\Biggl(\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})}Y_{i} - | | \sum_{i=1}^n\Biggl(\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})}Y_{i} - |
| (1-\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})})\hat{Q}_n(X_i,a)\Biggr) \\ | | (1-\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})})\hat{Q}_n(X_i,a)\Biggr) \\ |
− |
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− | &=
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− | \frac{1}{n}
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− | \sum_{i=1}^n\Biggl(\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})}Y_{i} -
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− | (1-\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})})\hat{Q}_n(X_i,a)\Biggr) \\
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− |
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− | &=
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− | \frac{1}{n}
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− | \sum_{i=1}^n\Biggl(\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})}Y_{i} -
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− | (1-\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})})\hat{Q}_n(X_i,a)\Biggr) \\
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− |
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− |
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− | &=
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− | \frac{1}{n}\sum_{i=1}^n\Biggl(\hat{Q}_n(X_i,a)\Biggr) +
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− |
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− | &=
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− | \frac{1}{n}\sum_{i=1}^n\Biggl(\hat{Q}_n(X_i,a)\Biggr) +
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| &= | | &= |
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| \frac{1}{n}\sum_{i=1}^n\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})}\Biggl(Y_{i} - \hat{Q}_n(X_i,a)\Biggr) | | \frac{1}{n}\sum_{i=1}^n\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})}\Biggl(Y_{i} - \hat{Q}_n(X_i,a)\Biggr) |
− |
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− | \frac{1}{n}\sum_{i=1}^n\frac{1_{A_{i}=a}}{\hat{p}_{n}(A_{i}|X_{i})}\Biggl(Y_{i} - \hat{Q}_n(X_i,a)\Biggr)
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− |
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− | Frac {1}{ n } sum { i = 1} ^ n frac {1 _ { a _ { i } = a }{ hat { p }{ n }(a _ { i } | x _ { i })} Biggl (y _ { i }-hat { q } _ n (x _ i,a) Biggr)
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− |
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− | \end{align}
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− | </math>
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− |
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− | \end{align}
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− | </math>
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| \end{align} | | \end{align} |
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| # 对于某个个体i,基于协变量<math>X</math> 和处理 <math>A</math>,构建回归估计器 <math>\hat{Q}_n(x,a)</math> 去预测结果 <math>Y</math>。例如,使用普通最小二乘([[ordinary least squares]])回归。 | | # 对于某个个体i,基于协变量<math>X</math> 和处理 <math>A</math>,构建回归估计器 <math>\hat{Q}_n(x,a)</math> 去预测结果 <math>Y</math>。例如,使用普通最小二乘([[ordinary least squares]])回归。 |
| # 构建倾向(概率)估计 <math>\hat{p}_n(A_i|X_i)</math>. 例如,使用逻辑回归([[logistic regression]])。 | | # 构建倾向(概率)估计 <math>\hat{p}_n(A_i|X_i)</math>. 例如,使用逻辑回归([[logistic regression]])。 |
− | # 在AIPWE结合得到 <math>\hat{\mu}^{AIPWE}_{a,n}</math>。 | + | # 在AIPWE中结合得到 <math>\hat{\mu}^{AIPWE}_{a,n}</math>。 |
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| = 解释和“双重稳健性” = | | = 解释和“双重稳健性” = |