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Beyond Conditional Averages: Estimating The Individual Causal Effect Distribution

超越条件平均效应:估计个体因果效应分布

In recent years, the field of causal inference from observational data has emerged rapidly. The literature has focused on (conditional) average causal effect estimation. When (remaining) variability of individual causal effects (ICEs) is considerable, average effects may be uninformative for an individual. The fundamental problem of causal inference precludes estimating the joint distribution of potential outcomes without making assumptions. In this work, we show that the…

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Flexible machine learning estimation of conditional average treatment effects: a blessing and a curse

灵活机器学习估计条件平均处理效应:优势与隐患

Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML methods were developed to estimate the conditional average treatment effect (CATE). If the features at hand cannot explain all heterogeneity, the individual treatment effects (ITEs) can seriously deviate from the CATE. In this work, we…

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Individual causal effects from observational longitudinal studies with time-varying exposures

时变暴露观测性纵向研究中的个体因果效应

Causal effects may vary among individuals and can even be of opposite signs. When significant effect heterogeneity exists, the population average causal effect might be uninformative for an individual. Due to the fundamental problem of causality, individual causal effects (ICEs) cannot be retrieved from cross-sectional data. However, in crossover studies, it is accepted that ICEs can be estimated under the assumptions of no carryover effects and time invariance of potential…

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Bias of the additive hazard model in the presence of causal effect heterogeneity

因果效应异质性下加性风险模型的偏差

Hazard ratios are prone to selection bias, compromising their use as causal estimands. On the other hand, the hazard difference has been shown to remain unaffected by the selection of frailty factors over time. Therefore, observed hazard differences can be used as an unbiased estimator for the causal hazard differences in the absence of confounding. However, in the presence of effect (on the hazard) heterogeneity, the hazard difference is also affected by selection. In this…

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The built-in selection bias of hazard ratios formalized

风险比内生选择偏差的形式化分析

It is known that the hazard ratio lacks a useful causal interpretation. Even for data from a randomized controlled trial, the hazard ratio suffers from built-in selection bias as, over time, the individuals at risk in the exposed and unexposed are no longer exchangeable. In this work, we formalize how the observed hazard ratio evolves and deviates from the causal hazard ratio of interest in the presence of heterogeneity of the hazard of unexposed individuals (frailty) and…

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