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Estimating Heterogeneous Causal Effects of High-Dimensional Treatments: Application to Conjoint Analysis

高维处理的异质性因果效应估计:联合分析应用

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment covariates. In this paper, we propose a method to estimate the heterogeneous causal effects of high-dimensional treatments, which poses unique challenges in terms of estimation and interpretation. The proposed approach finds maximally…

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Irregular measurement times in estimating time-varying treatment effects: Categorizing biases and comparing adjustment methods

时变处理效应估计中的不规则测量时点:偏差分类与调整方法比较

To estimate the causal effect of treatments that vary over time from observational data, one must adjust for time-varying confounding. A common procedure to address confounding is the use of inverse probability of treatment weighting methods. However, the timing of covariate measurements is often irregular, which may introduce additional confounding bias as well as selection bias into the causal effect estimate. Two reweighting methods have been proposed to adjust for these…

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Penalized G-estimation for effect modifier selection in a structural nested mean model for repeated outcomes

重复结果结构嵌套均值模型中效应修饰变量选择的惩罚 G 估计

Effect modification occurs when the impact of the treatment on an outcome varies based on the levels of other covariates known as effect modifiers. Modeling these effect differences is important for etiological goals and for purposes of optimizing treatment. Structural nested mean models (SNMMs) are useful causal models for estimating the potentially heterogeneous effect of a time-varying exposure on the mean of an outcome in the presence of time-varying confounding. A…

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Penalized generalized linear mixed models for longitudinal outcomes in genetic association studies

遗传关联研究中纵向结果的惩罚广义线性混合模型

This work is motivated by analyses of longitudinal data collected from participants in the Quebec Longitudinal Study of Child Development (QLSCD) and the Quebec Newborn Twin Study (QNTS) to identify important genetic predictors for emotional and behavioral difficulties in childhood and adolescence. We propose a lasso penalized mixed model for continuous and binary longitudinal traits that allows the inclusion of multiple random effects to account for random individual…

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A Calibrated Sensitivity Analysis for Weighted Causal Decompositions

加权因果分解的校准敏感性分析

Disparities in health or well-being experienced by minority groups can be difficult to study using the traditional exposure-outcome paradigm in causal inference, since potential outcomes in variables such as race or sexual minority status are challenging to interpret. Causal decomposition analysis addresses this gap by positing causal effects on disparities under interventions to other, intervenable exposures that may play a mediating role in the disparity. While invoking…

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Nonparametric Inference on Dose-Response Curves Without the Positivity Condition

不依赖正值性条件的剂量反应曲线非参数推断

Existing statistical methods in causal inference often assume the positivity condition, where every individual has some chance of receiving any treatment level regardless of covariates. This assumption could be violated in observational studies with continuous treatments. In this paper, we develop identification and estimation theories for causal effects with continuous treatments (i.e., dose-response curves) without relying on the positivity condition. Our approach…

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Adaptive-TMLE for the Average Treatment Effect based on Randomized Controlled Trial Augmented with Real-World Data

结合随机试验与真实世界数据的平均处理效应自适应 TMLE

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE estimand that integrates RCT and RWD and a bias estimand that captures the conditional effect of RCT enrollment on the outcome. We introduce an adaptive targeted maximum likelihood estimation (A-TMLE) framework to estimate them. We prove…

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Modified treatment policy effect estimation with weighted energy distance

利用加权能量距离估计修正处理政策效应

The causal effects of continuous treatments are often characterized through the average dose response function, which is challenging to estimate from observational data due to confounding and positivity violations. Modified treatment policies (MTPs) are an alternative approach that aim to assess the effect of a modification to observed treatment values and work under relaxed assumptions. Estimators for MTPs generally focus on estimating the conditional density of treatment…

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Estimation of Linear models from Coarsened Observations Estimation of Linear models Estimation from Coarsened Observations A Method of Moments Approach

粗化观测下线性模型的估计:矩方法

In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the heading of item response models (IRM). In Econometrics, subjective well-being (SWB) and self-assessed health (SAH) studies, and in marketing research, Ordered Probit, Ordered Logit, and Interval Regression models are common research…

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Treatment Effect Estimation with Observational Network Data using Machine Learning

利用机器学习估计观测网络数据中的处理效应

Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse probability weighting (AIPW) for estimation and inference of the expected average treatment effect (EATE) with observational data from a single (social) network with spillover effects. In contrast to overall effects such as the global…

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Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration

通过倾向得分校准改善双重/去偏机器学习的平均处理效应估计

In the last decade, machine learning techniques have gained popularity for estimating causal effects. One machine learning approach that can be used for estimating an average treatment effect is Double/debiased machine learning (DML) (Chernozhukov et al., 2018). This approach uses a double-robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment conditional on covariates.…

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Recovering latent linkage structures and spillover effects with structural breaks in panel data models

面板模型结构突变下潜在联系结构与溢出效应的恢复

This paper introduces a framework to analyze time-varying spillover effects in panel data. We consider panel models where a unit's outcome depends not only on its own characteristics (private effects) but also on the characteristics of other units (spillover effects). The linkage of units is allowed to be latent and may shift at an unknown breakpoint. We propose a novel procedure to estimate the breakpoint, linkage structure, spillover and private effects. We address the…

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Outcomes truncated by death in RCTs: a simulation study on the survivor average causal effect

随机对照试验中死亡截断结局:幸存者平均因果效应的模拟研究

Continuous outcome measurements truncated by death present a challenge for the estimation of unbiased treatment effects in randomized controlled trials (RCTs). One way to deal with such situations is to estimate the survivor average causal effect (SACE), but this requires making non-testable assumptions. Motivated by an ongoing RCT in very preterm infants with intraventricular hemorrhage, we performed a simulation study to compare a SACE estimator with complete case analysis…

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Semiparametric Single-Index Estimation for Average Treatment Effects

平均处理效应的半参数单指标估计

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by estimating the single-index link function involved through Hermite polynomials. Our approach is computationally tractable and allows for moderately large dimension covariates. We provide the large sample properties of the estimator and show…

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Simultaneous Estimation of Multiple Treatment Effects from Observational Studies

从观测研究中同时估计多个处理效应

Unmeasured confounding presents a significant challenge in causal inference from observational studies. Classical approaches often rely on collecting proxy variables, such as instrumental variables. However, in applications where the effects of multiple treatments are of simultaneous interest, finding a sufficient number of proxy variables for consistent estimation of treatment effects can be challenging. Various methods in the literature exploit the structure of multiple…

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Convergence guarantees for response prediction for latent structure network time series

潜在结构网络时间序列响应预测的收敛保证

In this article, we propose a technique to predict the response associated with an unlabeled time series of networks in a semisupervised setting. Our model involves a collection of time series of random networks of growing size, where some of the time series are associated with responses. Assuming that the collection of time series admits an unknown lower dimensional structure, our method exploits the underlying structure to consistently predict responses at the unlabeled…

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Sensitivity Analysis for Binary Outcome Misclassification in Randomization Tests via Integer Programming

利用整数规划分析随机化检验对二元结局误分类的敏感性

Conducting a randomization test is a common method for testing causal null hypotheses in randomized experiments. The popularity of randomization tests is largely because their statistical validity only depends on the randomization design, and no distributional or modeling assumption on the outcome variable is needed. However, randomization tests may still suffer from other sources of bias, among which outcome misclassification is a significant one. We propose a model-free…

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Continuous-time mediation analysis for repeatedly measured mediators and outcomes

重复测量中介与结局的连续时间中介分析

Mediation analysis aims to decipher the underlying causal mechanisms between an exposure, an outcome, and intermediate variables called mediators. Initially developed for fixed-time mediator and outcome, it has been extended to the framework of longitudinal data by discretizing the assessment times of mediator and outcome. Yet, processes in play in longitudinal studies are usually defined in continuous time and measured at irregular and subject-specific visits. This is the…

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Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials

随机对照试验中分布处理效应估计的回归调整

In this paper, we address the issue of estimating and inferring distributional treatment effects in randomized experiments. The distributional treatment effect provides a more comprehensive understanding of treatment heterogeneity compared to average treatment effects. We propose a regression adjustment method that utilizes distributional regression and pre-treatment information, establishing theoretical efficiency gains without imposing restrictive distributional…

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ML-assisted Randomization Tests for Detecting Treatment Effects in A/B Experiments

借助机器学习检测 A/B 实验处理效应的随机化检验

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers and then aims to infer which treatment is better. In this paper, we construct randomization tests for complex treatment effects, including heterogeneity and interference. A key feature of our approach is the use of flexible machine…

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Causal inference targeting a concentration index for studies of health inequalities

以集中指数为目标的健康不平等因果推断

A concentration index, a standardized covariance between a health variable and relative income ranks, is often used to quantify income-related health inequalities. There is a lack of formal approach to study the effect of an exposure, e.g., education, on such measures of inequality. In this paper we contribute by filling this gap and developing the necessary theory and method. Thus, we define a counterfactual concentration index for different levels of an exposure. We give…

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A comparative study of augmented inverse propensity weighted estimators using outcome-oriented covariate selection via penalization with outcome-adaptive lasso

结合结局自适应 Lasso 的增广逆概率加权估计量比较

When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates related to the outcome, can enhance efficiency, even for propensity score (PS) methods. For outcome-oriented covariate selection in PS models, outcome-adaptive lasso (OAL) can be used for penalization with the oracle property. The performance of…

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The Causal Impact of Dean's List Recognition on Academic Performance: Evidence from a Regression Discontinuity Design

院长荣誉名单对学业表现的因果影响:回归不连续设计证据

This study examines the causal impact of being placed on the Dean's List, a positive education incentive, on future student performance using a regression discontinuity design. The results suggest that for students with low prior academic performance and who are native English speakers, there is a positive impact of being on the Dean's List on the probability of getting onto the Dean's List in the following year. However, being on the Dean's List does not appear to have a…

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ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments

ARMA-Design:部分可观测时间序列实验中的最优 A/B 处理分配

Online experiments %in which experimental units receive a sequence of treatments over time are frequently employed in many technological companies to evaluate the performance of a newly developed policy, product, or treatment relative to a baseline control. In many applications, the experimental units receive a sequence of treatments over time. To handle these time-dependent settings, existing A/B testing solutions typically assume a fully observable experimental environment…

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