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A Diagnostic Tool for Functional Causal Discovery

函数型因果发现的诊断工具

Causal discovery methods aim to determine the causal direction between variables using observational data. Functional causal discovery methods, such as those based on the Linear Non-Gaussian Acyclic Model (LiNGAM), rely on structural and distributional assumptions to infer the causal direction. However, approaches for assessing causal discovery methods' performance as a function of sample size or the impact of assumption violations, inevitable in real-world scenarios, are…

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Gaussian Processes for Observational Dose-Response Inference

用于观察性剂量—反应推断的高斯过程

We adapt Gaussian processes for estimating the average dose-response function in observational settings, introducing a powerful complement to treatment effect estimation for understanding heterogeneous effects. We incorporate samples from a Gaussian process posterior for the propensity score into a Gaussian process response model using Girard's approach to integrating over uncertainty in training data. We show Girard's method admits a positive-definite kernel, and provide…

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High Dimensional Logistic Regression Under Network Dependence

网络依赖下的高维逻辑回归

Logistic regression is key method for modeling the probability of a binary outcome based on a collection of covariates. However, the classical formulation of logistic regression relies on the independent sampling assumption, which is often violated when the outcomes interact through an underlying network structure, such as over a temporal/spatial domain or on a social network. This necessitates the development of models that can simultaneously handle both the network…

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A penalized online sequential test of heterogeneous treatment effects for generalized linear models

广义线性模型中异质性处理效应的惩罚在线序贯检验

Identification of heterogeneous treatment effects (HTEs) has been increasingly popular and critical in various penalized strategy decisions using the A/B testing approach, especially in the scenario of a consecutive online collection of samples. However, in high-dimensional settings, such an identification remains challenging in the sense of lack of detection power of HTEs with insufficient sample instances for each batch sequentially collected online. In this article, a…

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A Bayesian joint model for mediation analysis with matrix-valued mediators

矩阵值中介变量的贝叶斯联合中介分析模型

Unscheduled treatment interruptions may lead to reduced quality of care in radiation therapy (RT). Identifying the RT prescription dose effects on the outcome of treatment interruptions, mediated through doses distributed into different organs-at-risk (OARs), can inform future treatment planning. The radiation exposure to OARs can be summarized by a matrix of dose-volume histograms (DVH) for each patient. Although various methods for high-dimensional mediation analysis have…

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Linear Contextual Bandits with Interference

存在干扰的线性情境老虎机

Interference, a key concept in causal inference, extends the reward modeling process by accounting for the impact of one unit's actions on the rewards of others. In contextual bandit (CB) settings, where multiple units are present in the same round, potential interference can significantly affect the estimation of expected rewards for different arms, thereby influencing the decision-making process. Although some prior work has explored multi-agent and adversarial bandits in…

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Fighting Noise with Noise: Causal Inference with Many Candidate Instruments

以噪声对抗噪声:大量候选工具变量下的因果推断

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly large candidate set. In practice, most of the candidate instruments are often not relevant for studying a particular exposure of interest. Moreover, not all relevant candidate instruments are valid as they may directly influence the outcome…

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Counterfactual Slopes and Their Applications in Social Stratification

反事实斜率及其在社会分层研究中的应用

This paper addresses two prominent theses in social stratification research, the great equalizer thesis and Mare's (1980) school transition thesis. Both theses describe the role of an intermediate educational transition in the association between socioeconomic status and an outcome variable. However, the descriptive regularities of the two theses may be driven by differential selection into the intermediate transition, which prevents the two theses from having substantive…

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Graphical tools for detection and control of selection bias with multiple exposures and samples

多暴露与多样本情形下检测和控制选择偏差的图工具

Among recent developments in definitions and analysis of selection bias is the potential outcomes approach of Kenah (Epidemiology, 2023), which allows non-parametric analysis using single-world intervention graphs, linking selection of study participants to identification of causal effects. Mohan & Pearl (JASA, 2021) provide a framework for missing data via directed acyclic graphs augmented with nodes indicating missingness for each sometimes-missing variable, which allows…

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A Two-stage Inference Procedure for Sample Local Average Treatment Effects in Randomized Experiments

随机实验中样本局部平均处理效应的两阶段推断

In a given randomized experiment, individuals are often volunteers and can differ in important ways from a population of interest. It is thus of interest to focus on the sample at hand. This paper focuses on inference about the sample local average treatment effect (LATE) in randomized experiments with non-compliance. We present a two-stage procedure that provides asymptotically correct coverage rate of the sample LATE in randomized experiments. The procedure uses a…

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Prediction of causal genes at GWAS loci with pleiotropic gene regulatory effects using sets of correlated instrumental variables

利用相关工具变量集合预测具有多效性调控作用的 GWAS 位点因果基因

Multivariate Mendelian randomization (MVMR) is a statistical technique that uses sets of genetic instruments to estimate the direct causal effects of multiple exposures on an outcome of interest. At genomic loci with pleiotropic gene regulatory effects, that is, loci where the same genetic variants are associated to multiple nearby genes, MVMR can potentially be used to predict candidate causal genes. However, consensus in the field dictates that the genetic instruments in…

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Non-parametric Replication of Instrumental Variable Estimates Across Studies

跨研究工具变量估计的非参数复现

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By employing an instrumental variable (IV) approach and targeting the local average treatment effect (LATE), these assumptions can be relaxed to some degree; however, little work has addressed the replicability of IV estimates. In this paper, we…

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Vaccine efficacy for binary post-infection outcomes under misclassification without monotonicity

误分类且不要求单调性时的二元感染后结局疫苗效力

In order to meet regulatory approval, pharmaceutical companies often must demonstrate that new vaccines reduce the total risk of a post-infection outcome like transmission, symptomatic disease, severe illness, or death in randomized, placebo-controlled trials. Given that infection is a necessary precondition for a post-infection outcome, one can use principal stratification to partition the total causal effect of vaccination into two causal effects: vaccine efficacy against…

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Randomization Inference When N Equals One

样本量为一时的随机化推断

N-of-1 experiments, where a unit serves as its own control and treatment in different time windows, have been used in certain medical contexts for decades. However, due to effects that accumulate over long time windows and interventions that have complex evolution, a lack of robust inference tools has limited the widespread applicability of such N-of-1 designs. This work combines techniques from experiment design in causal inference and system identification from control…

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Bridging the Gap Between Design and Analysis: Randomization Inference and Sensitivity Analysis for Matched Observational Studies with Treatment Doses

衔接设计与分析:处理剂量匹配观察研究的随机化推断与敏感性分析

Matching is a commonly used causal inference study design in observational studies. Through matching on measured confounders between different treatment groups, valid randomization inferences can be conducted under the no unmeasured confounding assumption, and sensitivity analysis can be further performed to assess sensitivity of randomization inference results to potential unmeasured confounding. However, for many common matching designs, there is still a lack of valid…

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Robust Bond Risk Premia Predictability Test in the Quantiles

债券风险溢价可预测性的稳健分位数检验

Different from existing literature on testing the macro-spanning hypothesis of bond risk premia, which only considers mean regressions, this paper investigates whether the yield curve represented by CP factor (Cochrane and Piazzesi, 2005) contains all available information about future bond returns in a predictive quantile regression with many other macroeconomic variables. In this study, we introduce the Trend in Debt Holding (TDH) as a novel predictor, testing it alongside…

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Heckman Selection Contaminated Normal Model

采用污染正态分布的 Heckman 选择模型

The Heckman selection model is one of the most well-renounced econometric models in the analysis of data with sample selection. This model is designed to rectify sample selection biases based on the assumption of bivariate normal error terms. However, real data diverge from this assumption in the presence of heavy tails and/or atypical observations. Recently, this assumption has been relaxed via a more flexible Student's t-distribution, which has appealing statistical…

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Selecting Subpopulations for Causal Inference in Regression Discontinuity Designs

断点回归设计中因果推断子总体的选择

The Brazil Bolsa Familia (BF) program is a conditional cash transfer program aimed to reduce short-term poverty by direct cash transfers and to fight long-term poverty by increasing human capital among poor Brazilian people. Eligibility for Bolsa Familia benefits depends on a cutoff rule, which classifies the BF study as a regression discontinuity (RD) design. Extracting causal information from RD studies is challenging. Following Li et al (2015) and Branson and Mealli…

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Performance of Cross-Validated Targeted Maximum Likelihood Estimation

交叉验证目标最大似然估计的表现

Background: Advanced methods for causal inference, such as targeted maximum likelihood estimation (TMLE), require certain conditions for statistical inference. However, in situations where there is not differentiability due to data sparsity or near-positivity violations, the Donsker class condition is violated. In such situations, TMLE variance can suffer from inflation of the type I error and poor coverage, leading to conservative confidence intervals. Cross-validation of…

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Cluster randomized trials designed to support generalizable inferences

支持可推广推断的整群随机试验设计

Background: When planning a cluster randomized trial, evaluators often have access to an enumerated cohort representing the target population of clusters. Practicalities of conducting the trial, such as the need to oversample clusters with certain characteristics to improve trial economy or to support inference about subgroups of clusters, may preclude simple random sampling from the cohort into the trial, and thus interfere with the goal of producing generalizable…

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A Unified Three-State Model Framework for Analysis of Treatment Crossover in Survival Trials

生存试验中治疗交叉分析的统一三状态模型框架

We present a unified three-state model (TSM) framework for evaluating treatment effects in clinical trials in the presence of treatment crossover. Researchers have proposed diverse methodologies to estimate the treatment effect that would have hypothetically been observed if treatment crossover had not occurred. However, there is little work on understanding the connections between these different approaches from a statistical point of view. The proposed TSM framework…

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Robust Bayesian Method for Refutable Models

可被数据否证模型的稳健贝叶斯方法

We propose a robust Bayesian method for economic models that can be rejected by some data distributions. The econometrician starts with a refutable structural assumption which can be written as the intersection of several assumptions. To avoid the assumption refutable, the econometrician first takes a stance on which assumption $j$ will be relaxed and considers a function $m_j$ that measures the deviation from the assumption $j$. She then specifies a set of prior beliefs $Π_s$…

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GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students

GPT 参加 SAT:追踪考试难度与学生数学表现变化

Scholastic Aptitude Test (SAT) is crucial for college admissions but its effectiveness and relevance are increasingly questioned. This paper enhances Synthetic Control methods by introducing "Transformed Control", a novel method that employs Large Language Models (LLMs) powered by Artificial Intelligence to generate control groups. We utilize OpenAI's API to generate a control group where GPT-4, or ChatGPT, takes multiple SATs annually from 2008 to 2023. This control group…

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On the Comparative Analysis of Average Treatment Effects Estimation via Data Combination

数据组合下平均处理效应估计的比较分析

There is growing interest in exploring causal effects in target populations via data combination. However, most approaches are tailored to specific settings and lack comprehensive comparative analyses. In this article, we focus on a typical scenario involving a source dataset and a target dataset. We first design six settings under covariate shift and conduct a comparative analysis by deriving the semiparametric efficiency bounds for the ATE in the target population. We then…

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