Optimal Probability Weights for Inference With Constrained Precision
精度约束下用于推断的最优概率权重
Probability weights are used in many areas of research including complex survey designs, missing data analysis, and adjustment for confounding factors. They are useful analytic tools but can lead to statistical inefficiencies when they contain outlying values. This issue is frequently tackled by replacing large weights with smaller ones or by normalizing them through smoothing functions. While these approaches are practical, they are also prone to yield biased inferences.…