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Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study

Author

Listed:
  • Chen, Songxi

Abstract

The conventional Wilcoxon/Mann-Whitney test can be invalid for comparing treatment effects in the presence of missing values or in observational studies. This is because the missingness of the outcomes or the participation in the treatments may depend on certain pre-treatment variables. We propose an approach to adjust the Mann-Whitney test by correcting the potential bias via consistently estimating the conditional distributions of the outcomes given the pre-treatment variables. We also propose semiparametric extensions of the adjusted Mann-Whitney test which leads to dimension reduction for high dimensional covariate. A novel bootstrap procedure is devised to approximate the null distribution of the test statistics for practical implementations. Results from simulation studies and an economic observational study data analysis are presented to demonstrate the performance of the proposed approach.

Suggested Citation

  • Chen, Songxi, 2013. "Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study," MPRA Paper 46239, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:46239
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    File URL: https://mpra.ub.uni-muenchen.de/46239/1/MPRA_paper_46239.pdf
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    File URL: https://mpra.ub.uni-muenchen.de/46275/1/MPRA_paper_46239.pdf
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    References listed on IDEAS

    as
    1. LaLonde, Robert J, 1986. "Evaluating the Econometric Evaluations of Training Programs with Experimental Data," American Economic Review, American Economic Association, vol. 76(4), pages 604-620, September.
    2. Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
    3. Guido W. Imbens, 2004. "Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 4-29, February.
    4. Peter Hall & Jeff Racine & Qi Li, 2004. "Cross-Validation and the Estimation of Conditional Probability Densities," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1015-1026, December.
    5. Qin, Jing & Shao, Jun & Zhang, Biao, 2008. "Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 797-810, June.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Kwun Chuen Gary Chan & Sheung Chi Phillip Yam & Zheng Zhang, 2016. "Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(3), pages 673-700, June.

    More about this item

    Keywords

    Dimension reduction; Kernel smoothing; Mann-Whitney statistic; Missing outcomes; Observational studies; Selection bias.;

    JEL classification:

    • C0 - Mathematical and Quantitative Methods - - General
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • C9 - Mathematical and Quantitative Methods - - Design of Experiments
    • G0 - Financial Economics - - General

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