Using Post-Outcome Measurement Information in Censoring-by-Death Problems
死亡截断问题中利用结局测量后的信息AI 解读 ↓
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死亡截断问题中利用结局测量后的信息AI 解读 ↓
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Summary Many clinical studies on non-mortality outcomes such as quality of life suffer from the problem that the non-mortality outcome can be censored by death, i.e. the non-mortality outcome cannot be measured if the subject dies before the time of measurement. To address the problem that this censoring by death is informative, it is of interest to consider the average effect of the treatment on the non-mortality outcome among subjects whose measurement would not be censored under either treatment or control, which is called the survivor average causal effect (SACE). The SACE is not point identified under usual assumptions but bounds can be constructed. The previous literature on bounding the SACE uses only the survival information before the measurement of the non-mortality outcome. However, survival information after the measurement of the non-mortality outcome could also be informative. For randomized trials, we propose a set of ranked average score assumptions that make use of survival information before and after the measurement of the non-mortality outcome which are plausibly satisfied in many studies and we develop a two-step linear programming approach to obtain the closed form for bounds on the SACE under our assumptions. We also extend our method to randomized trials with non-compliance or observational studies with a valid instrumental variable to obtain bounds on the complier SACE which is presented in on-line supplementary material. We apply our method to a randomized trial of the effect of mechanical ventilation with lower tidal volume versus traditional tidal volume for acute lung injury patients. Our bounds on the SACE are much shorter than the bounds that are obtained by using only the survival information before the measurement of the non-mortality outcome.
Mendelian randomization (MR) infers causal effects of exposures on outcomes using genetic variants as instrumental variables, but existing methods remain vulnerable to bias and loss of power when instruments are invalid. We hypothesize that closely related outcome traits share a large overlap in their valid instruments for a given exposure, so that borrowing instruments across such traits can yield more robust MR inference. To operationalize this, we introduce a novel…
We study inference for continuous linear functionals of solutions to ill-posed inverse problems, including Euclidean parameters arising in nonparametric instrumental variables, proximal causal inference, and shadow-variable models. Although pointwise root-$n$ inference is possible under standard conditions, we show that this need not translate into locally reliable inference. Under a model imposing only minimal regularity conditions, the target is Hellinger discontinuous…
观测因果推断中不完全识别下的相对偏差
To conduct causal inference in observational settings, researchers must rely on certain identifying assumptions. In practice, these assumptions are unlikely to hold exactly. This paper considers the bias of selection-on-observables, instrumental variables, and proximal inference estimates under violations of their identifying assumptions. We develop bias expressions for IV and proximal inference that show how violations of their respective assumptions are amplified by any…
Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank…
IV-LASSO 的工具变量字典与惩罚选择
Estimating the first stage of an instrumental variables (IV) model with the least absolute shrinkage and selection operator (LASSO) requires choosing a dictionary of technical instruments and a penalty level. First-order asymptotic theory offers no guidance on these choices, as any consistent implementation yields a structural parameter estimator with the same limiting distribution. In finite samples, however, these choices can have a substantial impact on the resulting…
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…