Causal Inference with Multiple Misclassified Exposures: A Control Variate-Adjusted Calibration Weighting Approach
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Exposure misclassification is a common issue prevalent in studies of respiratory infections in cystic fibrosis. Throat swabs are frequently used in place of expectorated or induced sputum cultures, although they have imperfect sensitivity and specificity to detect Pseudomonas aeruginosa and Staphylococcus aureus. We develop calibration weighting and control variate estimators for causal inference with multiple misclassified binary exposures and clustered observations. The calibration approach treats misclassification as a missing data problem, achieving consistency without modeling the misclassification mechanism. The control variate adjustment integrates information from error-prone observations to reduce variance while preserving the consistency of the gold-standard estimator. We show that the resulting estimator inherits double robustness from its component estimators. We also characterize a structural ceiling on efficiency gains in the bivariate setting, where joint correct classification of both exposures limits the variance reduction achievable relative to univariate applications. Simulation studies confirm the consistency and double robustness of the proposed estimators under model misspecification. We then apply these methods to a cohort of $651$ cystic fibrosis patients ages $6$--$21$. Swab-based estimates attenuate the effect of P. aeruginosa on percent predicted FEV$_1$ by approximately $79\%$ relative to sputum-based estimates ($-1.68$ vs. $-7.88$ percentage points; $95\%$ confidence interval for sputum: $-10.08$, $-5.67$). These findings suggest that relying on throat swabs may lead to under-treatment of P. aeruginosa infections. More broadly, the methods provide a framework for causal inference with multiple misclassified exposures.
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…
The conditional average treatment effect (CATE) is frequently estimated in clinical studies to refute a homogeneous treatment effect hypothesis. Under this regime, all patients making up the population experience identical benefit from a given treatment relative to a comparator. Uncovering heterogeneous treatment effects through inference about the CATE, however, requires that covariates truly modifying the treatment effect be reliably collected at baseline. CATE-based…
内生性检验:一种基于矩的贝叶斯方法
A standard assumption in the Bayesian estimation of linear regression models is that the regressors are exogenous in the sense that they are uncorrelated with the model error term. In practice, however, this assumption can be invalid. In this article, using the exponentially tilted empirical likelihood (ETEL) framework, we develop a Bayes factor test for endogeneity that compares a base model that is correctly specified under exogeneity but misspecified under endogeneity…
We study difference-in-differences designs in which all units are initially untreated and later receive heterogeneous, strictly positive treatment doses. When quasi-untreated units receive doses close to zero, a difference-in-difference estimand using those units as the control group identifies a weighted average treatment effect per unit of treatment, under a parallel-trends assumption. We develop a nonparametric estimator and bias-corrected confidence intervals for this…
伪面板事件研究:可信应用的计量经济学基础
Event studies with panel data are widely used to estimate treatment effects. With repeated cross-sections, future treatment dates are unobserved for untreated individuals. Pseudo-panel event studies impute pre-treatment outcomes of the treated using matched untreated individuals. This paper establishes identification in such designs and characterizes bias when identification conditions fail. I show that the pseudo-panel regression is equivalent to weighted least squares with…
自适应实验中策略改进价值的推断
In this paper, we develop an asymptotically normal estimator for the value of policy improvement (VPI) under adaptively collected data. This value, which is defined as the gap between the value of the best treatment policy in a class and that of a baseline policy, gauges whether or not it is worth deploying a personalized treatment policy. Building an estimator for the VPI is naturally more difficult than estimating the value of a fixed policy. This is because, in addition…