每日简报

用于可解释异质性处理效应估计的因果融合lassoAI 解读

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the fused lasso to obtain piecewise constant treatment effects with respect to the ordering defined by the score. Similar to the existing methods based on discretizing the score, our methods yield interpretable subgroup effects. However,…

固定 T 下交互固定效应线性面板模型的估计AI 解读

This paper studies the estimation of linear panel data models with interactive fixed effects, where one dimension of the panel, typically time, may be fixed. To this end, a novel transformation is introduced that reduces the model to a lower dimension, and, in doing so, relieves the model of incidental parameters in the cross-section. The central result of this paper demonstrates that transforming the model and then applying the principal component (PC) estimator of…

β-Intact-VAE：有限重叠下因果效应的识别与估计AI 解读

As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent variable to model a prognostic score which is widely used in biostatistics and sufficient for TEs; i.e., we build a generative prognostic model. We prove that the latent variable recovers a prognostic score, and the model identifies…

结果变量随机右删失时的两阶段最小二乘估计AI 解读

This note develops a simple two-stage least squares (2SLS) procedure to estimate the causal effect of some endogenous regressors on a randomly right censored outcome in the linear model. The proposal replaces the usual ordinary least squares regressions of the standard 2SLS by weighted least squares regressions. The weights correspond to the inverse probability of censoring. We show consistency and asymptotic normality of the estimator. The estimator exhibits good finite…

图结构辅助的分组网络自回归模型：贝叶斯非参数方法AI 解读

Vector autoregression model is ubiquitous in classical time series data analysis. With the rapid advance of social network sites, time series data over latent graph is becoming increasingly popular. In this paper, we develop a novel Bayesian grouped network autoregression model to simultaneously estimate group information (number of groups and group configurations) and group-wise parameters. Specifically, a graphically assisted Chinese restaurant process is incorporated…

大量代理控制变量AI 解读

A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control treatments' and the other are `negative control outcomes'. Existing work applies to low-dimensional settings with a fixed number of proxies and confounders. In this work we consider linear models with many proxy controls and possibly many…

纵向观察数据中的生存因果推断：序贯试验与边际结构模型AI 解读

Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that typically occurs. The most commonly used is inverse probability weighted estimation of marginal structural models (MSM-IPTW). An alternative, the sequential trials approach, is increasingly popular, in particular in combination with the target…

因果推断中的数据整合AI 解读

Integrating data from multiple heterogeneous sources has become increasingly popular to achieve a large sample size and diverse study population. This paper reviews development in causal inference methods that combines multiple datasets collected by potentially different designs from potentially heterogeneous populations. We summarize recent advances on combining randomized clinical trial with external information from observational studies or historical controls, combining…

依赖条件下控制错误发现率的大规模实验处理效应检测AI 解读

Online controlled experiments (also known as A/B Testing) have been viewed as a golden standard for large data-driven companies since the last few decades. The most common A/B testing framework adopted by many companies use "average treatment effect" (ATE) as statistics. However, it remains a difficult problem for companies to improve the power of detecting ATE while controlling "false discovery rate" (FDR) at a predetermined level. One of the most popular FDR-control…

二维异质面板数据模型的双向整合分析AI 解读

Heterogeneous panel data models that allow the coefficients to vary across individuals and/or change over time have received increasingly more attention in statistics and econometrics. This paper proposes a two-dimensional heterogeneous panel regression model that incorporate a group structure of individual heterogeneous effects with cohort formation for their time-variations, which allows common coefficients between nonadjacent time points. A bi-integrative procedure that…

空间面板模型的局部统计量及美国选举应用AI 解读

The spatial panel regression model has shown great success in modelling econometric and other types of data that are observed both spatially and temporally with associated predictor variables. However, model checking via testing for spatial correlations in spatial-temporal residuals is still lacking. We propose a general methodology for fast permutation testing of local and global indicators of spatial association. This methodology extends past statistics for univariate…

结合参数与非参数模型估计观察性研究中的处理效应AI 解读

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of g-computation. In settings with few confounders, standard models can be employed, however as the number of confounders increase these models become less feasible as there are fewer observations available for each unique combination of…

面板数据中的缓慢变动个体AI 解读

Panel data often contain stayers (units with no within-variations) and slow movers (units with little within-variations). In the presence of many slow movers, conventional econometric methods can fail to work. We propose a novel method of robust inference for the average partial effects in correlated random coefficient models robustly across various distributions of within-variations, including the cases with many stayers and/or many slow movers in a unified manner. In…

在 Stata 中通过置换检验评估处理效应AI 解读

In this paper we describe the testing procedure for assessing the statistical significance of treatment effect under the experimental conditions of baseline imbalance across covariates and attrition from the survey, using the permutation tests proposed by Freedman and Lane (1983) and Romano and Wolf (2016). We discuss the testing procedure for these hypotheses based on a linear regression model and introduce the new Stata command [R] permtest for the implementation of the…

随机对照试验线性调整的精确偏差修正AI 解读

In an influential critique of empirical practice, Freedman (2008) showed that the linear regression estimator was biased for the analysis of randomized controlled trials under the randomization model. Under Freedman's assumptions, we derive exact closed-form bias corrections for the linear regression estimator with and without treatment-by-covariate interactions. We show that the limiting distribution of the bias corrected estimator is identical to the uncorrected estimator,…

点过程的局部独立性检验AI 解读

Constraint based causal structure learning for point processes require empirical tests of local independence. Existing tests require strong model assumptions, e.g. that the true data generating model is a Hawkes process with no latent confounders. Even when restricting attention to Hawkes processes, latent confounders are a major technical difficulty because a marginalized process will generally not be a Hawkes process itself. We introduce an expansion similar to Volterra…

价格敏感产品寡头市场中的协商网络AI 解读

We present a novel framework to learn functions that estimate decisions of sellers and buyers simultaneously in an oligopoly market for a price-sensitive product. In this setting, the aim of the seller network is to come up with a price for a given context such that the expected revenue is maximized by considering the buyer's satisfaction as well. On the other hand, the aim of the buyer network is to assign probability of purchase to the offered price to mimic the real world…

条件矩模型的贝叶斯估计与比较AI 解读

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed to satisfy a sequence of unconditional moments based on an increasing (in sample size) vector of approximating functions (such as tensor splines based on the splines of each conditioning variable). For any given sample size, results are…

因果推断中的协变量平衡AI 解读

The idea of covariate balance is at the core of causal inference. Inverse propensity weights play a central role because they are the unique set of weights that balance the covariate distributions of different treatment groups. We discuss two broad approaches to estimating these weights: the more traditional one, which fits a propensity score model and then uses the reciprocal of the estimated propensity score to construct weights, and the balancing approach, which estimates…

线性动态系统中谱独立性因果推断的理论基础AI 解读

Distinguishing between cause and effect using time series observational data is a major challenge in many scientific fields. A new perspective has been provided based on the principle of Independence of Causal Mechanisms (ICM), leading to the Spectral Independence Criterion (SIC), postulating that the power spectral density (PSD) of the cause time series is uncorrelated with the squared modulus of the frequency response of the filter generating the effect. Since SIC rests on…

仅允许部分变量干预的因果模型AI 解读

Graphical causal models led to the development of complete non-parametric identification theory in arbitrary structured systems, and general approaches to efficient inference. Nevertheless, graphical approaches to causal inference have not been embraced by the statistics and public health communities. In those communities causal assumptions are instead expressed in terms of potential outcomes, or responses to hypothetical interventions. Such interventions are generally…

面向情境感知人脸迁移的因果表征学习AI 解读

Human face synthesis involves transferring knowledge about the identity and identity-dependent face shape (IDFS) of a human face to target face images where the context (e.g., facial expressions, head poses, and other background factors) may change dramatically. Human faces are non-rigid, so facial expression leads to deformation of face shape, and head pose also affects the face observed in 2D images. A key challenge in face transfer is to match the face with unobserved new…

因果中介分析：具有渐近有效推断的变量选择AI 解读

Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome. Existing methods for penalized mediation analyses may lead to ignoring important mediators and either assume that finite-dimensional linear models are sufficient to remove confounding bias, or perform no confounding control at all. In…

利用高斯过程先验处理因果效应估计中的正值性违反AI 解读

In observational studies, causal inference relies on several key identifying assumptions. One identifiability condition is the positivity assumption, which requires the probability of treatment be bounded away from 0 and 1. That is, for every covariate combination, it should be possible to observe both treated and control subjects, i.e., the covariate distributions should overlap between treatment arms. If the positivity assumption is violated, population-level causal…