Bootstrap for the case-cohort design
病例队列设计的自助法AI 解读 ↓
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病例队列设计的自助法AI 解读 ↓
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The case-cohort design facilitates economical investigation of risk factors in a large survival study, with covariate data collected only from the cases and a simple random subset of the full cohort. Methods that accommodate the design have been developed for various semiparametric models, but most inference procedures are based on asymptotic distribution theory. Such inference can be cumbersome to derive and implement, and does not permit confidence band construction. While bootstrap is an obvious alternative, how to resample is unclear because of complications from the two-stage sampling design. We establish an equivalent sampling scheme, and propose a novel and versatile nonparametric bootstrap for robust inference with an appealingly simple single-stage resampling. Theoretical justification and numerical assessment are provided for a number of procedures under the proportional hazards model.
We study nonparametric inference for a continuous-treatment causal dose-response curve and its first derivative under unmeasured confounding, using treatment- and outcome-inducing proxies. We establish a proximal doubly robust pseudo-outcome whose conditional mean given treatment equals the dose-response curve whenever either bridge function is correctly specified. Their (smoothed) efficient influence function representations lead to cross-fitted local-polynomial estimators…
靶向深度生存对比:神经网络下处理特定生存收益的有效推断
Neural survival models are increasingly asked to support counterfactual claims---how much a treatment would change survival in a population---rather than only prognostic risk scores. Answering such questions from observational data requires valid inference for treatment-specific survival contrasts under confounding and covariate-dependent censoring, targets for which standard deep survival estimators are biased and provide no honest uncertainty. We propose Targeted Deep…
半参数推断的 V 折刀切法:方差、置信区间与同时置信带
For decades, the bootstrap has been a default tool for statistical inference because of its broad applicability and minimal analytic requirements. Although its validity is well understood for smooth parametric estimators, its theoretical properties for many modern semiparametric and machine-learning estimators remain largely unstudied. Nevertheless, bootstrap procedures are often used routinely in such settings, even when their validity is unknown and their computational…
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.…
宏观与金融即时预测中的可解释机器学习:面向商业与政策决策的框架
Macroeconomic nowcasting sits at the intersection of traditional econometrics, data-rich information systems, and AI applications in business, economics, and policy. Machine learning (ML) methods are increasingly used to nowcast quarterly GDP growth, but adoption in high-stakes settings requires that predictive accuracy be matched by interpretability and robust uncertainty quantification. This article reviews recent developments in macroeconomic nowcasting and compares…
多重异质结果下基因组数据的因果推断
With the evolution of single-cell RNA sequencing techniques into a standard approach in genomics, it has become possible to conduct cohort-level causal inferences based on single-cell-level measurements. However, the individual gene expression levels of interest are not directly observable; instead, only repeated proxy measurements from each individual's cells are available, providing a derived outcome to estimate the underlying outcome for each of many genes. In this paper,…