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|a (DE-627)JST028794125
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|a (JST)25621374
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|a DE-627
|b ger
|c DE-627
|e rakwb
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|a eng
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|a Hirano, Keisuke
|e verfasserin
|4 aut
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|a Asymptotics for Statistical Treatment Rules
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|c 2009
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
|b c
|2 rdamedia
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|a Online-Ressource
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|a This paper develops asymptotic optimality theory for statistical treatment rules in smooth parametric and semiparametric models. Manski (2000, 2002, 2004) and Dehejia (2005) have argued that the problem of choosing treatments to maximize social welfare is distinct from the point estimation and hypothesis testing problems usually considered in the treatment effects literature, and advocate formal analysis of decision procedures that map empirical data into treatment choices. We develop large-sample approximations to statistical treatment assignment problems using the limits of experiments framework. We then consider some different loss functions and derive treatment assignment rules that are asymptotically optimal under average and minmax risk criteria.
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|a Copyright 2009 The Econometric Society
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|a Statistical decision theory
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|a treatment assignment
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|a minmax
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|a minmax regret
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|a Bayes rules
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|a semiparametric models
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
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650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Parametric models
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650 |
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|a Behavioral sciences
|x Sociology
|x Human societies
|x Social welfare
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650 |
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4 |
|a Mathematics
|x Mathematical values
|x Mathematical variables
|x Mathematical independent variables
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650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Semiparametric modeling
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650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Sample size
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|a Philosophy
|x Applied philosophy
|x Philosophy of science
|x Scientific method
|x Hypothesis testing
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650 |
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4 |
|a Mathematics
|x Mathematical procedures
|x Approximation
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650 |
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4 |
|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Decision making
|x Bayesian theories
|x Bayes rule
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4 |
|a Mathematics
|x Pure mathematics
|x Geometry
|x Geometric shapes
|x Curves
|x Asymptotes
|x Asymptotic value
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650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
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650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Parametric models
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650 |
|
4 |
|a Behavioral sciences
|x Sociology
|x Human societies
|x Social welfare
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650 |
|
4 |
|a Mathematics
|x Mathematical values
|x Mathematical variables
|x Mathematical independent variables
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Semiparametric modeling
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Sample size
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650 |
|
4 |
|a Philosophy
|x Applied philosophy
|x Philosophy of science
|x Scientific method
|x Hypothesis testing
|
650 |
|
4 |
|a Mathematics
|x Mathematical procedures
|x Approximation
|
650 |
|
4 |
|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Decision making
|x Bayesian theories
|x Bayes rule
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650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Geometry
|x Geometric shapes
|x Curves
|x Asymptotes
|x Asymptotic value
|x Notes and Comments
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|
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|a research-article
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1 |
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|a Porter, Jack R.
|e verfasserin
|4 aut
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773 |
0 |
8 |
|i Enthalten in
|t Econometrica
|d Wiley
|g 77(2009), 5, Seite 1683-1701
|w (DE-627)270425721
|w (DE-600)1477253-X
|x 14680262
|7 nnns
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1 |
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|g volume:77
|g year:2009
|g number:5
|g pages:1683-1701
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|u https://www.jstor.org/stable/25621374
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|d 77
|j 2009
|e 5
|h 1683-1701
|