Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

2013 ◽  
Author(s):  
Sadat Reza ◽  
Paul Rilstone
Keyword(s):  
Hazard Rate ◽  
Efficient Estimation ◽  
Duration Models ◽  
Semiparametric Efficiency

scholarly journals A unified framework for efficient estimation of general treatment models

2021 ◽  
Vol 12 (3) ◽  
pp. 779-816 ◽  
Author(s):  
Chunrong Ai ◽  
Oliver Linton ◽  
Kaiji Motegi ◽  
Zheng Zhang
Keyword(s):  
Causal Effect ◽  
Efficient Estimation ◽  
Continuous Treatment ◽  
Small Scale ◽  
Treatment Model ◽  
Finite Sample ◽  
Semiparametric Efficiency ◽  
Special Cases ◽  
Effect Of Treatment ◽  
Semiparametric Efficiency Bound

This paper presents a weighted optimization framework that unifies the binary, multivalued, and continuous treatment—as well as mixture of discrete and continuous treatment—under a unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile, and asymmetric least squares causal effect of treatment as special cases. For this general framework, we first derive the semiparametric efficiency bound for the causal effect of treatment, extending the existing bound results to a wider class of models. We then propose a generalized optimization estimator for the causal effect with weights estimated by solving an expanding set of equations. Under some sufficient conditions, we establish the consistency and asymptotic normality of the proposed estimator of the causal effect and show that the estimator attains the semiparametric efficiency bound, thereby extending the existing literature on efficient estimation of causal effect to a wider class of applications. Finally, we discuss estimation of some causal effect functionals such as the treatment effect curve and the average outcome. To evaluate the finite sample performance of the proposed procedure, we conduct a small‐scale simulation study and find that the proposed estimation has practical value. In an empirical application, we detect a significant causal effect of political advertisements on campaign contributions in the binary treatment model, but not in the continuous treatment model.

scholarly journals Smoothed Maximum Score Estimation of Discrete Duration Models

2019 ◽  
Vol 12 (2) ◽  
pp. 64 ◽  
Author(s):  
Sadat Reza ◽  
Paul Rilstone
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Discrete Time ◽  
Hazard Rate ◽  
Duration Models ◽  
Finite Sample ◽  
Time Duration ◽  
Maximum Score ◽  
Finite Sample Properties ◽  
Error Distributions

This paper extends Horowitz’s smoothed maximum score estimator to discrete-time duration models. The estimator’s consistency and asymptotic distribution are derived. Monte Carlo simulations using various data generating processes with varying error distributions and shapes of the hazard rate are conducted to examine the finite sample properties of the estimator. The bias-corrected estimator performs reasonably well for the models considered with moderately-sized samples.

Automated, Accurate, and Scalable Relative Protein-Ligand Binding Free Energy Calculations using Lambda Dynamics

2020 ◽  
Author(s):  
E. Prabhu Raman ◽  
Thomas J. Paul ◽  
Ryan L. Hayes ◽  
Charles L. Brooks III
Keyword(s):  
Free Energy ◽  
Ligand Binding ◽  
Binding Affinity ◽  
Binding Free Energy ◽  
Computational Cost ◽  
Combinatorial Libraries ◽  
Free Energy Calculations ◽  
Lead Optimization ◽  
Efficient Estimation ◽  
Lead Compound

<p>Accurate predictions of changes to protein-ligand binding affinity in response to chemical modifications are of utility in small molecule lead optimization. Relative free energy perturbation (FEP) approaches are one of the most widely utilized for this goal, but involve significant computational cost, thus limiting their application to small sets of compounds. Lambda dynamics, also rigorously based on the principles of statistical mechanics, provides a more efficient alternative. In this paper, we describe the development of a workflow to setup, execute, and analyze Multi-Site Lambda Dynamics (MSLD) calculations run on GPUs with CHARMm implemented in BIOVIA Discovery Studio and Pipeline Pilot. The workflow establishes a framework for setting up simulation systems for exploratory screening of modifications to a lead compound, enabling the calculation of relative binding affinities of combinatorial libraries. To validate the workflow, a diverse dataset of congeneric ligands for seven proteins with experimental binding affinity data is examined. A protocol to automatically tailor fit biasing potentials iteratively to flatten the free energy landscape of any MSLD system is developed that enhances sampling and allows for efficient estimation of free energy differences. The protocol is first validated on a large number of ligand subsets that model diverse substituents, which shows accurate and reliable performance. The scalability of the workflow is also tested to screen more than a hundred ligands modeled in a single system, which also resulted in accurate predictions. With a cumulative sampling time of 150ns or less, the method results in average unsigned errors of under 1 kcal/mol in most cases for both small and large combinatorial libraries. For the multi-site systems examined, the method is estimated to be more than an order of magnitude more efficient than contemporary FEP applications. The results thus demonstrate the utility of the presented MSLD workflow to efficiently screen combinatorial libraries and explore chemical space around a lead compound, and thus are of utility in lead optimization.</p>

Double-smoothing in Kernel Hazard Rate Estimation

2008 ◽  
Vol 47 (02) ◽  
pp. 167-173 ◽  
Author(s):  
A. Pfahlberg ◽  
O. Gefeller ◽  
R. Weißbach
Keyword(s):  
Hazard Rate ◽  
Nearest Neighbor ◽  
Bandwidth Selection ◽  
Study Data ◽  
Computational Effort ◽  
Finite Sample ◽  
Adaptive Smoothing ◽  
Rate Estimation ◽  
Data Adaptive ◽  
Double Smoothing

Summary Objectives: In oncological studies, the hazard rate can be used to differentiate subgroups of the study population according to their patterns of survival risk over time. Nonparametric curve estimation has been suggested as an exploratory means of revealing such patterns. The decision about the type of smoothing parameter is critical for performance in practice. In this paper, we study data-adaptive smoothing. Methods: A decade ago, the nearest-neighbor bandwidth was introduced for censored data in survival analysis. It is specified by one parameter, namely the number of nearest neighbors. Bandwidth selection in this setting has rarely been investigated, although the heuristical advantages over the frequently-studied fixed bandwidth are quite obvious. The asymptotical relationship between the fixed and the nearest-neighbor bandwidth can be used to generate novel approaches. Results: We develop a new selection algorithm termed double-smoothing for the nearest-neighbor bandwidth in hazard rate estimation. Our approach uses a finite sample approximation of the asymptotical relationship between the fixed and nearest-neighbor bandwidth. By so doing, we identify the nearest-neighbor bandwidth as an additional smoothing step and achieve further data-adaption after fixed bandwidth smoothing. We illustrate the application of the new algorithm in a clinical study and compare the outcome to the traditional fixed bandwidth result, thus demonstrating the practical performance of the technique. Conclusion: The double-smoothing approach enlarges the methodological repertoire for selecting smoothing parameters in nonparametric hazard rate estimation. The slight increase in computational effort is rewarded with a substantial amount of estimation stability, thus demonstrating the benefit of the technique for biostatistical applications.

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