Statistical Inference for Mediation Models with High Dimensional Exposures and Mediators
高维暴露与高维中介模型的统计推断AI 解读 ↓
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高维暴露与高维中介模型的统计推断AI 解读 ↓
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High-dimensional mediation analysis has gained increasing interest in various fields, particularly in genetic and medical research. Compared with existing works that focus mainly on high-dimensional mediators, this paper advocates a new framework of Partial Regularization-based Inference for Mediation Effects (PRIME) when both exposures and mediators are high-dimensional. Estimated direct and indirect effects are established using a group-wise partially penalized least squares method, incorporating a double-layer latent factor structure. F-type and Wald tests for the high-dimensional direct and indirect effects, respectively, are advocated based on the proposed estimators. Both theoretical and numerical performance of PRIME have been carefully studied. PRIME is also applied to investigating direct effects of genetic variants on Alzheimer’s disease (AD) and indirect effects of them mediated by changes in brain activity intensity.
连接局部与总体因果效应:近端工具变量方法
Instrumental variable (IV) methods address treatment endogeneity, but with non-compliance and heterogeneous treatment effects a binary instrument generally identifies the local average treatment effect (LATE) among compliers rather than the population average treatment effect (ATE). When treatment effects and compliance probabilities are heterogeneous and dependent through latent factors, the ATE need not be identified by IV variation alone. We develop a proximal…
高度相关暴露下多变量孟德尔随机化的分组识别与变量选择
Multivariable Mendelian Randomization (MVMR) estimates the direct causal effects of multiple risk factors on an outcome using genetic variants as instruments. The growing availability of summary-level genetic data has created opportunities to apply MVMR in high-dimensional settings with many strongly correlated candidate risk factors. However, existing methods face three major limitations: weak instrument bias, limited interpretability, and the absence of valid…
含交互固定效应的高维离散选择模型及其因果推断应用
ABSTRACT We propose a two‐step procedure to estimate a high dimensional discrete choice panel with interactive fixed effects where the initial and final estimators are obtained via a nuclear‐norm regularized (NNR) maximum likelihood estimation and post‐NNR iterated estimation, respectively. We apply the method to make counterfactual predictions of choice probabilities. Simulations demonstrate nice finite sample performance in estimation and tests. An illustrative application…
一般缺失模式下高维因子模型的推断
This paper establishes the inferential theory for the least squares estimation of large factor models with missing data. We propose a unified framework for asymptotic analysis of factor models that covers a wide range of missing patterns, including heterogenous random missing, selection on covariates/factors/loadings, block/staggered missing, mixed frequency and ragged edge. We establish the average convergence rates of the estimated factor space and loading space, the limit…
两样本汇总数据孟德尔随机化中的修正去偏逆方差加权估计
Mendelian randomization uses genetic variants as instrumental variables to make causal inferences about the effects of modifiable risk factors on diseases from observational data. One of the major challenges in Mendelian randomization is that many genetic variants are only modestly or even weakly associated with the risk factor of interest, a setting known as many weak instruments. Many existing methods, such as the popular inverse-variance weighted (IVW) method, could be…
因果面板模型矩阵补全方法中的数据驱动模型选择
Matrix completion estimators are employed in causal panel data models to regulate the rank of the underlying factor model using nuclear norm minimization. This convex optimization problem enables concurrent regularization of a potentially high-dimensional set of covariates to shrink the model size. For valid finite sample inference, we adopt a permutation-based approach and prove its validity for any treatment assignment mechanism. Simulations illustrate the consistency of…