Super learner based conditional density estimation with application to Marginal Structural Models Academic Article uri icon

Overview

MeSH Major

  • Data Display
  • Learning
  • Models, Statistical

abstract

  • In this paper, we present a histogram-like estimator of a conditional density that uses cross-validation to estimate the histogram probabilities, as well as the optimal number and position of the bins. This estimator is an alternative to kernel density estimators when the dimension of the covariate vector is large. We demonstrate its applicability to estimation of Marginal Structural Model (MSM) parameters in which an initial estimator of the exposure mechanism is needed. MSM estimation based on the proposed density estimator results in less biased estimates, when compared to estimates based on a misspecified parametric model.

publication date

  • November 9, 2011

Research

keywords

  • Academic Article

Identity

Language

  • eng

Digital Object Identifier (DOI)

  • 10.2202/1557-4679.1356

PubMed ID

  • 22718677

Additional Document Info

start page

  • Article 38

volume

  • 7

number

  • 1