کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5096949 | 1376559 | 2009 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Minimax regret treatment choice with finite samples
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This paper applies the minimax regret criterion to choice between two treatments conditional on observation of a finite sample. The analysis is based on exact small sample regret and does not use asymptotic approximations or finite-sample bounds. Core results are: (i) Minimax regret treatment rules are well approximated by empirical success rules in many cases, but differ from them significantly-both in terms of how the rules look and in terms of maximal regret incurred-for small sample sizes and certain sample designs. (ii) Absent prior cross-covariate restrictions on treatment outcomes, they prescribe inference that is completely separate across covariates, leading to no-data rules as the support of a covariate grows. I conclude by offering an assessment of these results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 151, Issue 1, July 2009, Pages 70-81
Journal: Journal of Econometrics - Volume 151, Issue 1, July 2009, Pages 70-81
نویسندگان
Jörg Stoye,