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Beyond Fixed Restriction Time: Adaptive Restricted Mean Survival Time Methods in Clinical Trials

超越固定截断时点:临床试验中的自适应限制平均生存时间方法

Summary Restricted mean survival time offers a compelling nonparametric alternative to hazard ratios for right-censored time-to-event data, particularly when the proportional hazards assumption is violated. By capturing the total event-free time over a specified horizon, it provides an intuitive and clinically meaningful measure of absolute treatment benefit. Nonetheless, selecting the restriction time poses challenges: choosing a small restriction time may overlook…

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The Multiplicative Instrumental Variable Model

乘法工具变量模型

Summary The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a homogeneity condition such as monotonicity or no unmeasured common effect modifier between the additive effect of the treatment on the outcome, and that of the IV on the treatment. In this work, we introduce the Multiplicative…

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Geodesic difference-in-differences

测地线双重差分

Summary Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing methods for such outcomes have primarily focused on univariate distributions, leveraging linear operations in the space of quantile functions, but these approaches cannot be directly extended to outcomes in general metric spaces. In…

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Doubly robust identification for bivariate causal discovery under unmeasured confounding

未观测混杂下双变量因果发现的双重稳健识别

Summary Learning causal relationships between pairs of complex traits from observational studies is of great interest in many scientific fields. However, most existing methods assume the absence of unmeasured confounding and restrict causal relationships between two traits to be unidirectional, assumptions that may be violated in real-world systems. In this paper, we address the problem of bivariate causal discovery in the presence of unmeasured confounding and potential…

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Automatic debiased machine learning for covariate shifts

协变量分布迁移下的自动去偏机器学习

Summary We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that alters the covariate distribution, such as a treatment that modifies surrogate covariates used to predict long-term outcomes. Another example is the average treatment effect for a population with a shifted covariate distribution. We…

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Nonparametric inference for balance in signed networks

符号网络平衡性的非参数推断

Abstract In many real-world networks, relationships often go beyond simple dyadic presence or absence; they can be positive, such as friendship, alliance and mutualism, or negative, characterized by enmity, disputes and competition. To understand the mechanisms of formation of such signed networks, social balance theory sheds light on the dynamics of positive and negative connections. In particular, it characterizes the proverbs ‘a friend of my friend is my friend’ and ‘an…

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Design stability in adaptive experiments: implications for treatment effect estimation

自适应实验的设计稳定性及其对处理效应估计的影响

Abstract We study the problem of estimating the average treatment effect under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, the setting we consider is one in which the probability of assigning treatment to each experimental unit may depend on prior assignments and observed outcomes. Within the potential outcomes framework (Neyman, 1923), we propose and analyse two natural estimators for the average treatment…

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Robustness and efficiency of Rosenbaum’s rank-based estimator in randomized trials: a design-based perspective

随机试验中 Rosenbaum 秩估计量的稳健性与效率:设计视角

Summary Mean-based estimators of causal effects in randomized experiments may behave poorly if the potential outcomes have a heavy tail or contain outliers. An alternative estimator proposed by Rosenbaum (1993) estimates a constant additive treatment effect by inverting a randomization test using ranks. We develop a design-based asymptotic theory for this rank-based estimator and study its robustness and efficiency properties. We show that Rosenbaum’s estimator is robust…

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An average-case sensitivity analysis for unmeasured confounding

未观测混杂的平均强度敏感性分析

Summary Sensitivity analysis for the unconfoundedness assumption is crucial in observational studies. For this purpose, the marginal sensitivity model has gained popularity in recent years owing to its good interpretability and mathematical properties. However, most existing models only consider a worst-case parameter that bounds the logit difference between the observed-data and full-data propensity scores, which may not fully capture the extent of unmeasured confounding.…

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Nonparametric efficient estimation of marginal structural models with continuous time-varying treatments

连续时变处理下边际结构模型的非参数有效估计

Summary Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable nonparametric estimator exists for marginal structural models with multi-valued or continuous time-varying treatments. In this paper, we combine flexible, data-adaptive regression methods, including ensemble learning techniques, with recent developments in semiparametric efficiency theory for longitudinal…

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Dynamic clustering for heterophilic stochastic block models with time-varying node memberships

节点归属随时间变化的异配随机块模型动态聚类

Summary We consider a time-ordered sequence of networks stemming from stochastic block models in which nodes gradually change their membership over time, and no network at any single time-point contains sufficient signal strength to recover its community structure. To estimate the time-varying community structure, we develop the kernel-debiased sum of squares method that performs spectral clustering after a debiased sum-of-squared aggregation of adjacency matrices. Our…

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Comparing causal parameters with many treatments and positivity violations

多处理与正值性违背下的因果参数比较

Summary Comparing outcomes across treatments is essential in medicine and public policy. To do so, researchers typically estimate a set of parameters, possibly counterfactual, each targeting adifferent treatment. Treatment-specific means are commonly used, but their identification requires a positivity assumption: every subject has a nonzero probability of receiving each treatment. This assumption is often implausible, especially when treatment can take many values. Causal…

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Dynamic covariate balancing: estimating treatment effects over time with potential local projections

动态协变量平衡:利用潜在结果局部投影估计跨期处理效应

Abstract This article concerns the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time based on high-dimensional covariates, past outcomes and treatments; (ii) outcomes and time-varying covariates to depend on the trajectory of all past treatments; and (iii) heterogeneity of treatment effects. Our approach…

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Design-based causal inference for incomplete block designs

不完全区组设计的设计型因果推断

Summary Researchers often turn to block randomization to increase the precision of their inference or for practical reasons, such as in multi-site trials. However, if the number of treatments under consideration is large, it may not be feasible or practical to assign all treatments within each block. We develop novel inference results under the finite-population, design-based framework for natural alternatives to the complete block design that do not require reducing the…

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Parameterizing the effect of a continuous treatment using average derivative effects

用平均导数效应参数化连续处理的影响

Summary The average treatment effect is commonly used to quantify the main effect of a binary treatment on an outcome. Extensions to continuous treatments are usually based on the dose-response curve or shift interventions, but both require strong overlap conditions, and the resulting curves may be difficult to summarize. This article focuses instead on average derivative effects, which are scalar estimands related to infinitesimal shift interventions requiring only local…

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Randomization-based confidence sets for the local average treatment effect

局部平均处理效应的随机化置信集合

Summary We consider the problem of generating confidence sets in randomized experiments with noncompliance. We show that a refinement of a randomization-based procedure proposed by Imbens & Rosenbaum (2005) has desirable properties. Specifically, we show that using a studentized Anderson–Rubin statistic as a test statistic yields confidence sets that are finite-sample exact under treatment effect homogeneity and remain asymptotically valid for the local average treatment…

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Treatment choice with nonlinear regret

非线性遗憾下的处理选择

Summary Following Savage (1951)and Manski (2004), the literature on statistical treatment choice focuses on the mean of welfare regret. Ignoring other features of the regret distribution, however, can lead to a rule that is sensitive to sampling uncertainty. We propose to minimize the mean of a nonlinear transformation of regret and show that singleton rules are not essentially complete for nonlinear regret. Focusing on mean-square regret, we derive closed-form fractions for…

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Assumption-lean post-integrated inference with surrogate-control outcomes

利用代理控制结局的数据整合后推断

Summary Data integration methods aim to extract low-dimensional embeddings from high-dimensional outcomes to remove unwanted variation, such as batch effects and unmeasured covariates, across heterogeneous datasets. However, multiple hypothesis testing after integration can be biased due to data-dependent processes. We introduce a robust post-integrated inference method that accounts for latent heterogeneity by leveraging control outcomes. Using causal interpretations, we…

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Testing for latent structure via the Wilcoxon–Wigner random matrix of normalized rank statistics

基于标准化秩统计量的 Wilcoxon–Wigner 矩阵潜在结构检验

Summary This paper considers the problem of testing for latent structure in large symmetric data matrices. The goal is to develop statistically principled methodology that is flexible in its applicability, computationally efficient and insensitive to extreme data variation, thereby overcoming limitations of existing approaches. To this end, we introduce and systematically study certain symmetric matrices, called Wilcoxon–Wigner random matrices, whose entries are normalized…

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Calibrated sensitivity models

校准敏感性模型

Summary In causal inference, sensitivity models are used to assess how unmeasured confounders could alter causal analyses, but the sensitivity parameter (which quantifies the degree of unmeasured confounding) is often difficult to interpret. For this reason, researchers sometimes compare the sensitivity parameter to an estimate of measured confounding, a process known as calibration or benchmarking. However, calibrated estimates are not always interpreted correctly, and…

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On the consistency of bootstrap for matching estimators

匹配估计量的自助法一致性

Summary In a landmark paper, Abadie & Imbens (2008)showed that the naive bootstrap is inconsistent when applied to nearest neighbour matching estimators of the average treatment effect with a fixed number of matches. Since then, this finding has inspired numerous efforts to address the inconsistency issue, typically by employing alternative bootstrap methods. In contrast, in this work we show that the naive bootstrap is provably consistent for the original matching…

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Bounds on causal effects in $ 2^{K} $ factorial experiments with noncompliance

存在不依从时二水平多因素实验的因果效应界

Summary Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factor, identification and estimation of the average treatment effects become impossible without strong assumptions. Leveraging an instrumental variables approach, previous studies have shown how to define and estimate the causal effect of treatment uptake among respondents who comply with treatment. A major caveat is that these results rely on…

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Post-selection inference for causal effects after causal discovery

因果发现后因果效应的选择后推断

Summary Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform the estimation of causal effects (e.g., average treatment effects) when there is uncertainty about which covariates ought to be adjusted for, or which variables act as confounders versus mediators. However, naively using the data…

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Model-free selective inference under covariate shift via weighted conformal p -values

协变量偏移下基于加权共形p值的无模型选择性推断

Summary This paper introduces novel weighted conformal $ p $-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $ X $ and missing responses $ Y $, how do we select units for which the responses $ Y $ are larger than user-specified values while controlling the proportion of false positives? Can we achieve this without modelling assumptions on the data and without restriction on the model for predicting the…

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