{"title":"在连续处理中使用熵平衡来估计剂量-反应函数及其衍生物","authors":"Stefan Tübbicke","doi":"10.1177/1536867x231196291","DOIUrl":null,"url":null,"abstract":"Interest in evaluating dose–response functions of continuous treatments has been increasing recently. To facilitate the estimation of causal effects in this setting, I introduce the ebct command for the estimation of dose–response functions and their derivatives using entropy balancing for continuous treatments. First, balancing weights are estimated by numerically solving a globally convex optimization problem. These weights eradicate Pearson correlations between covariates and the treatment variable. Because simple uncorrelatedness may be insufficient to yield consistent estimates in the next step, higher moments of the treatment variable can be rendered uncorrelated with covariates. Second, the weights are used in local linear kernel regressions to estimate the dose–response function or its derivative. To perform statistical inference, I use a bootstrap procedure. The command also provides the option of producing publication-quality graphs for the estimated relationships.","PeriodicalId":51171,"journal":{"name":"Stata Journal","volume":null,"pages":null},"PeriodicalIF":3.2000,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"ebct: Using entropy balancing for continuous treatments to estimate dose–response functions and their derivatives\",\"authors\":\"Stefan Tübbicke\",\"doi\":\"10.1177/1536867x231196291\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Interest in evaluating dose–response functions of continuous treatments has been increasing recently. To facilitate the estimation of causal effects in this setting, I introduce the ebct command for the estimation of dose–response functions and their derivatives using entropy balancing for continuous treatments. First, balancing weights are estimated by numerically solving a globally convex optimization problem. These weights eradicate Pearson correlations between covariates and the treatment variable. Because simple uncorrelatedness may be insufficient to yield consistent estimates in the next step, higher moments of the treatment variable can be rendered uncorrelated with covariates. Second, the weights are used in local linear kernel regressions to estimate the dose–response function or its derivative. To perform statistical inference, I use a bootstrap procedure. The command also provides the option of producing publication-quality graphs for the estimated relationships.\",\"PeriodicalId\":51171,\"journal\":{\"name\":\"Stata Journal\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":3.2000,\"publicationDate\":\"2023-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stata Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1177/1536867x231196291\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"SOCIAL SCIENCES, MATHEMATICAL METHODS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stata Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1177/1536867x231196291","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"SOCIAL SCIENCES, MATHEMATICAL METHODS","Score":null,"Total":0}
ebct: Using entropy balancing for continuous treatments to estimate dose–response functions and their derivatives
Interest in evaluating dose–response functions of continuous treatments has been increasing recently. To facilitate the estimation of causal effects in this setting, I introduce the ebct command for the estimation of dose–response functions and their derivatives using entropy balancing for continuous treatments. First, balancing weights are estimated by numerically solving a globally convex optimization problem. These weights eradicate Pearson correlations between covariates and the treatment variable. Because simple uncorrelatedness may be insufficient to yield consistent estimates in the next step, higher moments of the treatment variable can be rendered uncorrelated with covariates. Second, the weights are used in local linear kernel regressions to estimate the dose–response function or its derivative. To perform statistical inference, I use a bootstrap procedure. The command also provides the option of producing publication-quality graphs for the estimated relationships.
期刊介绍:
The Stata Journal is a quarterly publication containing articles about statistics, data analysis, teaching methods, and effective use of Stata''s language. The Stata Journal publishes reviewed papers together with shorter notes and comments, regular columns, book reviews, and other material of interest to researchers applying statistics in a variety of disciplines.