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Debiased Post Selection Inference
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Debiased Post Selection Inference. |
| 개인저자 | Wang, Jingshen. |
| 단체저자명 | University of Michigan. Statistics. |
| 발행사항 | [S.l.]: University of Michigan., 2019. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2019. |
| 형태사항 | 102 p. |
| 기본자료 저록 | Dissertations Abstracts International 81-02B. Dissertation Abstract International |
| ISBN | 9781085664837 |
| 학위논문주기 | Thesis (Ph.D.)--University of Michigan, 2019. |
| 일반주기 |
Source: Dissertations Abstracts International, Volume: 81-02, Section: B.
Advisor: He, Xuming. |
| 이용제한사항 | This item must not be sold to any third party vendors.This item must not be added to any third party search indexes. |
| 요약 | This dissertation concerns the post-selection bias issue in statistical inference on treatment effects when a large number of covariates are present in a linear or partially linear model. While the estimation bias in an under-fitted model is well understood, we address a lesser known bias that arises from an over-fitted model. We show that the over-fitting bias can be reduced or eliminated through data splitting, and more importantly, smoothing over random data splits or bootstrap-induced splits can be pursued to mitigate the efficiency loss. We also discuss some of the existing methods for debiased inference and provide insights into their intrinsic bias-variance trade-off, which leads to an improvement in bias controls. Based on these insights, we thoroughly study the connections between our current framework and the estimates of the average treatment effects under the Neyman-Rubin causal model. A careful analysis shows that the post-selection bias issue can exist in a wider range of treatment effect estimation procedures. Under appropriate conditions we show that our proposed estimators for the treatment effects are asymptotically normal and their variances can be well estimated. We discuss the pros and cons of various methods both theoretically and empirically, and show that the proposed methods are valuable options in post-selection inference. |
| 일반주제명 | Statistics. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
