Building Consistent Regression Trees From Complex Sample Data
利用复杂抽样数据构建一致的回归树AI 解读 ↓
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利用复杂抽样数据构建一致的回归树AI 解读 ↓
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In the past several years a wide range of methods for the construction of regression trees and other estimators based on the recursive partitioning of samples have appeared in the statistics literature. Many applications involve data collected through a complex sample design. At present, however, relatively little is known regarding the properties of these methods under complex designs. This article proposes a method for incorporating information about the complex sample design when building a regression tree using a recursive partitioning algorithm. Sufficient conditions are established for asymptotic design L2 consistency of these regression trees as estimators for an arbitrary regression function. The proposed method is illustrated with Occupational Employment Statistics establishment survey data linked to Quarterly Census of Employment and Wage payroll data of the Bureau of Labor Statistics. Performance of the nonparametric estimator is investigated through a simulation study based on this example.
嵌套工具变量分析:转换者平均处理效应及可推广性
Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the non-ignorable treatment received. Under a monotonicity assumption, a valid IV nonparametrically identifies the average treatment effect among a latent complier subgroup, whose generalizability is often under debate. In many studies, there exist…
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
前门模型下因果效应的灵活非参数推断
Abstract Evaluating causal treatment effects in observational studies requires addressing confounding. While the back-door criterion enables identification through adjustment for observed covariates, it fails in the presence of unmeasured confounding. The front-door criterion offers an alternative by leveraging variables that fully mediate the treatment effect and are unaffected by unmeasured confounders of the treatment-outcome pair. We develop novel one-step and targeted…
使用 AI 学习表征的实用双重机器学习
Text, images, and other rich covariates are increasingly compressed into AI-learned representations and then used as controls in causal analysis. We study when this approach is valid and develop a practical framework for causal inference with learned representations. For a broad class of estimands, an imperfect representation distorts the target causal parameter by the product of two representation errors: one in the outcome regression and one in the balancing weight (or…
最优配置与曲面下体积
This paper develops a framework for estimation and inference on the volumes of sets that are projections of critical function sets, focusing particularly on the convex body beneath the optimal receiver operating characteristic (ROC) surface. Specifically, we propose a volume calculation method that first uses an Aumann expectation representation and then applies Minkowski mixed volumes. Using this framework, we show that the population volume under the ROC surface (VUS) is…
随时间刻画幸存者主层:识别、有效估计与敏感性分析
Longitudinal studies with functional outcomes subject to truncation-by-death frequently report time-indexed survivor average causal effect estimates, defined among individuals who would survive regardless of treatment assignment. Because the survivor stratum can change over time, the resulting effect estimates may pertain to populations with different characteristics. We propose accompanying survivor average causal effect estimates with measures of covariate divergence…