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Estimating the average treatment effect under limited overlap via Polynomial Approximation and Extrapolation

有限重叠下平均处理效应的估计:多项式逼近与外推

Estimating the average treatment effect (ATE) remains a fundamental challenge in observational studies in the presence of poor or limited covariate overlap. Although the inverse probability weighting (IPW) estimator is a widely used approach for estimating the ATE, its performance can deteriorate substantially when overlap is limited, often resulting in increased finite sample bias and unreliable confidence intervals. One common strategy is to shift attention from the…

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On the Conservativeness of Robust Variance Estimators in Propensity Score Weighted Cox Models

倾向得分加权 Cox 模型中稳健方差估计的保守性

In propensity score weighted analysis, robust variance that does not account for weight estimation is commonly used. In propensity score weighted Cox models (CoxPSW), the robust variance is known to be conservative when weights for the average treatment effect (ATE) are used, but it remains unclear whether this conservativeness also holds for other weighting schemes. This study evaluated the performance of the robust variance in CoxPSW when weights other than ATE are…

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Bayesian Doubly Robust Causal Inference via Posterior Coupling

通过后验耦合实现贝叶斯双重稳健因果推断

Bayesian doubly robust (DR) causal inference faces a fundamental dilemma: joint modeling of outcome and propensity score suffers from the feedback problem where outcome information contaminates propensity score estimation, while two-step inference sacrifices valid posterior distributions for computational convenience. We resolve this dilemma through posterior coupling via entropic tilting. Our framework constructs independent posteriors for propensity score and outcome…

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General Bayesian inference for causal effects using covariate balancing procedure

利用协变量平衡程序进行因果效应的一般贝叶斯推断

In observational studies, the propensity score plays a central role in estimating causal effects of interest. The inverse probability weighting (IPW) estimator is commonly used for this purpose. However, if the propensity score model is misspecified, the IPW estimator may produce biased estimates of causal effects. Previous studies have proposed some robust propensity score estimation procedures. However, these methods require considering parameters that dominate the…

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Robust Estimation and Model Selection for the Controlled Directed Effect with Unmeasured Mediator-Outcome Confounders

存在未测量中介—结局混杂时受控直接效应的稳健估计与模型选择

Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary identification assumption does not work. In this manuscript, we consider an identification condition to identify CDE in the presence of unmeasured confounders. The key assumptions are: 1) the random allocation of the exposure, and 2) the existence of…

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Bayesian-based Propensity Score Subclassification Estimator

基于贝叶斯方法的倾向得分分层估计器

Subclassification estimators are one of the methods used to estimate causal effects of interest using the propensity score. This method is more stable compared to other weighting methods, such as inverse probability weighting estimators, in terms of the variance of the estimators. In subclassification estimators, the number of strata is traditionally set at five, and this number is not typically chosen based on data information. Even when the number of strata is selected,…

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Nonparametric Bayesian Adjustment of Unmeasured Confounders in Cox Proportional Hazards Models

Cox 比例风险模型中未测混杂的非参数贝叶斯调整

In observational studies, unmeasured confounders present a crucial challenge in accurately estimating desired causal effects. To calculate the hazard ratio (HR) in Cox proportional hazard models for time-to-event outcomes, two-stage residual inclusion and limited information maximum likelihood are typically employed. However, these methods are known to entail difficulty in terms of potential bias of HR estimates and parameter identification. This study introduces a novel…

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Evaluating the Conservativeness of Robust Sandwich Variance Estimator in Weighted Average Treatment Effects

加权平均处理效应中稳健三明治方差估计的保守性评估

In causal inference, the Inverse Probability Weighting (IPW) estimator is commonly used to estimate causal effects for estimands within the class of Weighted Average Treatment Effect (WATE). When constructing confidence intervals (CIs), robust sandwich variance estimators are frequently used for practical reasons. Although these estimators are easy to calculate using widely-used statistical software, they often yield narrow CIs for commonly applied estimands, such as the…

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Robust Estimating Method for Propensity Score Models and its Application to Some Causal Estimands: A review and proposal

倾向得分模型的稳健估计及因果目标量应用:综述与新方案

In observational study, the propensity score has the central role to estimate causal effects. Since the propensity score is usually unknown, estimating by appropriate procedures is an indispensable step. A point to note that a causal effect estimator might have some bias if a propensity score model was misspecified; valid model construction is important. To overcome the problem, a variety of interesting methods has been proposed. In this paper, we review four methods: using…

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Valid Instrumental Variables Selection Methods using Negative Control Outcomes and Constructing Efficient Estimator

利用负对照结局筛选有效工具变量并构造高效估计量

In observational studies, instrumental variable (IV) methods are commonly applied when there exists some unmeasured covariates. In Mendelian Randomization (MR), constructing an allele score by using many single nucleotide polymorphisms (SNPs) is often implemented; however, there are risks estimating biased causal effects by including some invalid IVs. Invalid IVs are candidates of IVs associated with some unobserved variables. To solve this problem, we propose a novel…

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Likelihood-based Instrumental Variable Methods for Cox Proportional Hazard Models

Cox 比例风险模型的似然型工具变量方法

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are some unmeasured covariates, instrumental variable methods can be applied under some assumptions. In this paper, we propose the new instrumental variable estimator for the Cox proportional hazards model. The estimator is the similar feature…

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Limited-Information Maximum Likelihood based Model Selection Procedures for Binary Outcomes

二元结果的有限信息最大似然模型选择程序

Unmeasured covariates constitute one of the important problems in causal inference. Even if there are some unmeasured covariates, some instrumental variable methods such as a two-stage residual inclusion (2SRI) estimator, or a limited-information maximum likelihood (LIML) estimator can obtain an unbiased estimate for causal effects despite there being nonlinear outcomes such as binary outcomes; however, it requires that we specify not only a correct outcome model but also a…

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