Empirical Efficiency Maximization: Improved Locally Efficient Covariate Adjustment in Randomized Experiments and Survival Analysis
It has long been recognized that covariate adjustment can increase precision in randomized experiments, even when it is not strictly necessary. Adjustment is often straightforward when a discrete covariate partitions the sample into a handful of strata, but becomes more involved with even a single continuous covariate such as age. As randomized experiments remain a gold standard for scientific inquiry, and the information age facilitates a massive collection of baseline information, the longstanding problem of if and how to adjust for covariates is likely to engage investigators for the foreseeable future.
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Volume (Year): 4 (2008)
Issue (Month): 1 (May)
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- Satten, Glen A. & Datta, Somnath & Robins, James, 2001. "Estimating the marginal survival function in the presence of time dependent covariates," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 397-403, October.
- Daniel O. Scharfstein, 2002. "Estimation of the failure time distribution in the presence of informative censoring," Biometrika, Biometrika Trust, vol. 89(3), pages 617-634, August.
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