In randomized experiments and observational studies, weighting methods are often used to generalize and transport treatment effect estimates to target populations. Traditional methods construct the weights by separately modeling the treatment assignment and study selection probabilities and then multiplying functions (e.g., inverses) of their estimates. In this work, we provide a justification and an implementation for weighting in a single step. We show a formal connection between this one-step method and inverse probability and inverse odds weighting. We demonstrate that the resulting estimator for the target average treatment effect is consistent, asymptotically Normal, multiply robust, and semiparametrically efficient.
翻译:在随机的实验和观察研究中,加权方法常常被用来对目标人群进行一般化和运输处理效果估计; 传统方法通过分别模拟治疗任务分配和研究选择概率来构建加权,然后将其估计数的概率分别建模,然后乘以函数(例如反向),在这项工作中,我们为单步加权提供了理由和实施。 我们显示了这一一步骤方法与反向概率和反向概率加权之间的正式联系。 我们证明,由此得出的目标平均治疗效果估计值是一致的,不常态的,倍增的,半对称的。