Large deviation asymptotics for statistical treatment rules
AbstractThis note applies large deviation-based optimality theory to evaluate treatment rules for treatment assignment problems. We find nearly optimal treatment rules whose asymptotic maximum large deviation risks can be arbitrary close to the corresponding minimax bounds.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 101 (2008)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/locate/ecolet
Treatment rule Large deviation;
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- Charles F. Manski, 2004.
"Statistical Treatment Rules for Heterogeneous Populations,"
Econometric Society, vol. 72(4), pages 1221-1246, 07.
- Charles Manski, 2003. "Statistical treatment rules for heterogeneous populations," CeMMAP working papers CWP03/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Karl Schlag, 2006. "ELEVEN - Tests needed for a Recommendation," Economics Working Papers ECO2006/2, European University Institute.
- Hirano, Keisuke & Porter, Jack, 2006.
"Asymptotics for statistical treatment rules,"
1173, University Library of Munich, Germany.
- Stoye, Jörg, 2009. "Minimax regret treatment choice with finite samples," Journal of Econometrics, Elsevier, vol. 151(1), pages 70-81, July.
- Manski, Charles F., 2000. "Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice," Journal of Econometrics, Elsevier, vol. 95(2), pages 415-442, April.
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