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Propensity weighting plus adjustment in proportional hazards model is not doubly robust

比例风险模型中的倾向加权加回归调整不具一般双重稳健性

Recently, it has become common for applied works to combine commonly used survival analysis modeling methods, such as the multivariable Cox model and propensity score weighting, with the intention of forming a doubly robust estimator of an exposure effect hazard ratio that is unbiased in large samples when either the Cox model or the propensity score model is correctly specified. This combination does not, in general, produce a doubly robust estimator, even after regression…

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Data Fusion for Partial Identification of Causal Effects

用于因果效应部分识别的数据融合

Data fusion techniques integrate information from heterogeneous data sources to improve learning, generalization, and decision making across data sciences. In causal inference, these methods leverage rich observational data to improve causal effect estimation, while maintaining the trustworthiness of randomized controlled trials. Existing approaches often relax the strong no unobserved confounding assumption by instead assuming exchangeability of counterfactual outcomes…

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Reinforcement Learning for Causal Discovery without Acyclicity Constraints

无需显式无环约束的强化学习因果发现

Recently, reinforcement learning (RL) has proved a promising alternative for conventional local heuristics in score-based approaches to learning directed acyclic causal graphs (DAGs) from observational data. However, the intricate acyclicity constraint still challenges the efficient exploration of the vast space of DAGs in existing methods. In this study, we introduce ALIAS (reinforced dAg Learning wIthout Acyclicity conStraints), a novel approach to causal discovery powered…

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Tightening Causal Bounds via Covariate-Aware Optimal Transport

通过纳入协变量的最优传输收紧因果效应界

Causal estimands can vary significantly depending on the relationship between outcomes in treatment and control groups, potentially leading to wide partial identification (PI) intervals that impede decision making. Incorporating covariates can substantially tighten these bounds, but requires determining the range of PI over probability models consistent with the joint distributions of observed covariates and outcomes in treatment and control groups. This problem is known to…

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Improve the Precision of Area Under the Curve Estimation for Recurrent Events Through Covariate Adjustment

通过协变量调整提高复发事件曲线下面积估计精度

The area under the curve (AUC) of the mean cumulative function (MCF) has recently been introduced as a novel estimand for evaluating treatment effects in recurrent event settings, offering an alternative to the commonly used Lin-Wei-Yang-Ying (LWYY) model. The AUC of the MCF provides a clinically interpretable summary measure that captures the overall burden of disease progression, regardless of whether the proportionality assumption holds. To improve the precision of the…

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Integer Programming for Generalized Causal Bootstrap Designs

广义因果自助法设计的整数规划

In experimental causal inference, we distinguish between two sources of uncertainty: design uncertainty, due to the treatment assignment mechanism, and sampling uncertainty, when the sample is drawn from a super-population. This distinction matters in settings with small fixed samples and heterogeneous treatment effects, as in geographical experiments. The standard bootstrap procedure most often used by practitioners primarily estimates sampling uncertainty, and the causal…

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Using Experiments to Correct for Selection in Observational Studies

利用实验纠正观察性研究中的选择偏差

Researchers increasingly have access to two types of data: (i) large observational datasets where treatment (e.g., class size) is not randomized but several primary outcomes (e.g., graduation rates) and secondary outcomes (e.g., test scores) are observed and (ii) experimental data in which treatment is randomized but only secondary outcomes are observed. We develop a new method to estimate treatment effects on primary outcomes in such settings. We use the difference between…

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A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data

非平稳宏观数据反事实分析的合成经济周期方法

This paper investigates the use of synthetic control methods for causal inference in macroeconomic settings when dealing with possibly nonstationary data. While the synthetic control approach has gained popularity for estimating counterfactual outcomes, we caution researchers against assuming a common nonstationary trend factor across units for macroeconomic outcomes, as doing so may result in misleading causal estimation-a pitfall we refer to as the spurious synthetic…

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Regularizing Fairness in Optimal Policy Learning with Distributional Targets

具有分布目标的最优政策学习中的公平性正则化

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some target functional. Nevertheless, a fairness-aware decision maker may not be satisfied achieving said optimality at the cost of being ``unfair" against a subgroup of the population, in the sense that the outcome distribution in that subgroup…

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PUATE: Efficient Average Treatment Effect Estimation from Treated (Positive) and Unlabeled Units

PUATE:处理组与未标记个体的高效平均处理效应估计

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE in a setting where only a treatment group and an unlabeled group, consisting of units whose treatment status is unknown, are observed. This scenario constitutes a variant of learning from positive and unlabeled data (PU learning) and can…

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Improving the Variance of Differentially Private Randomized Experiments through Clustering

通过聚类改善差分隐私随机实验的方差

Estimating causal effects from randomized experiments is only possible if participants are willing to disclose their potentially sensitive responses. Differential privacy, a widely used framework for ensuring an algorithms privacy guarantees, can encourage participants to share their responses without the risk of de-anonymization. However, many mechanisms achieve differential privacy by adding noise to the original dataset, which reduces the precision of causal effect…

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Improving precision of A/B experiments using trigger intensity

利用触发强度提高 A/B 实验精度

In industry, online randomized controlled experiment (a.k.a. A/B experiment) is a standard approach to measure the impact of a causal change. These experiments have small treatment effect to reduce the potential blast radius. As a result, these experiments often lack statistical significance due to low signal-to-noise ratio. A standard approach for improving the precision (or reducing the standard error) focuses only on the trigger observations, where the output of the…

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Improving Causal Inference with Measurement Errors in Exposures and Confounders: A New Method and Its Application to Air Pollution Exposure Assessment and Epidemiology

暴露与混杂变量测量误差下的因果推断:方法及空气污染应用

When exposure measurement error (EME), confounder measurement error (CME), or both are present, health effect estimates regarding exposure mixtures and critical exposure time-window may not represent the true effects. For example, in air pollution epidemiology, modeled estimates for multiple air pollutants and meteorological factors may serve as surrogates for exposures and confounders. Methods for simultaneously addressing EME and CME remain understudied. We developed a…

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Debiased Ill-Posed Regression

去偏的病态回归估计

In various statistical settings, the goal is to estimate a function which is restricted by the statistical model only through a conditional moment restriction. Prominent examples include the nonparametric instrumental variable framework for estimating the structural function of the outcome variable, and the proximal causal inference framework for estimating the bridge functions. A common strategy in the literature is to find the minimizer of the projected mean squared error.…

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Comparing Experimental and Nonexperimental Methods: What Lessons Have We Learned Four Decades After LaLonde (1986)?

比较实验与非实验方法:LaLonde(1986)四十年后的经验教训

In 1986, Robert LaLonde published an article comparing nonexperimental estimates to experimental benchmarks (LaLonde 1986). He concluded that the nonexperimental methods at the time could not systematically replicate experimental benchmarks, casting doubt on their credibility. Following LaLonde's critical assessment, there have been significant methodological advances and practical changes, including (i) an emphasis on the unconfoundedness assumption separated from…

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Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models

异质性面板模型的协变量调整深度因果学习

This paper studies the task of estimating heterogeneous treatment effects in causal panel data models, in the presence of covariate effects. We propose a novel Covariate-Adjusted Deep Causal Learning (CoDEAL) for panel data models, that employs flexible model structures and powerful neural network architectures to cohesively deal with the underlying heterogeneity and nonlinearity of both panel units and covariate effects. The proposed CoDEAL integrates nonlinear covariate…

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Prediction-Powered E-Values

预测辅助的 e 值推断

Quality statistical inference requires a sufficient amount of data, which can be missing or hard to obtain. To this end, prediction-powered inference has risen as a promising methodology, but existing approaches are largely limited to Z-estimation problems such as inference of means and quantiles. In this paper, we apply ideas of prediction-powered inference to e-values. By doing so, we inherit all the usual benefits of e-values -- such as anytime-validity, post-hoc validity…

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Using Time Structure to Estimate Causal Effects

利用时间结构估计因果效应

There exist several approaches for estimating causal effects in time series when latent confounding is present. Many of these approaches rely on additional auxiliary observed variables or time series such as instruments, negative controls or time series that satisfy the front- or backdoor criterion in certain graphs. In this paper, we present a novel approach for estimating direct (and via Wright's path rule total) causal effects in a time series setup which does not rely on…

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Fast Rerandomization via the BRAIN

通过 BRAIN 实现快速再随机化

Randomized experiments are a crucial tool for causal inference in many different fields. Rerandomization addresses any covariate imbalance in such experiments by resampling treatment assignments until certain balance criteria are satisfied. However, rerandomization based on naïve acceptance-rejection sampling is computationally inefficient, especially when numerous independent assignments are required to perform randomization-based statistical inference. Existing…

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Sample Size and Bias Approximations For Continuous Exposures Measured with Error

测量误差下连续暴露的样本量与偏倚近似

Measurement error is a pervasive challenge across many disciplines, yet its impact on sample size determination and the accuracy and precision of estimators regarding the association between an exposure and an outcome remains understudied in real-world complex scenarios. These include heteroskedastic continuous exposures, error-prone measurements, multiple exposure time points, and the use of calibrated exposure variables. This article develops approximation equations for…

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Design-Based Causal Inference with Missing Outcomes: Missingness Mechanisms, Imputation-Assisted Randomization Tests, and Covariate Adjustment

结果缺失下的设计型因果推断:缺失机制、插补随机化检验与协变量调整

Design-based causal inference, also known as randomization-based or finite-population causal inference, is one of the most widely used causal inference frameworks, largely due to the merit that its validity can be guaranteed by study design (e.g., randomized experiments) and does not require assuming specific outcome-generating distributions or super-population models. Despite its advantages, design-based causal inference can still suffer from other issues, among which…

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Design-based Estimation Theory for Complex Experiments

复杂实验的基于设计估计理论

This paper considers the estimation of treatment effects in randomized experiments with complex experimental designs, including cases with interference between units. We develop a design-based estimation theory for arbitrary experimental designs. Our theory facilitates the analysis of many design-estimator pairs that researchers commonly employ in practice and provide procedures to consistently estimate asymptotic variance bounds. We propose new classes of estimators with…

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A comparison of methods for estimating the average treatment effect on the treated for externally controlled trials

外部对照试验中处理组平均处理效应估计方法的比较

While randomized trials may be the gold standard for evaluating the effectiveness of the treatment intervention, in some special circumstances, single-arm clinical trials utilizing external control may be considered. The causal treatment effect of interest for single-arm trials is usually the average treatment effect on the treated (ATT) rather than the average treatment effect (ATE). Although methods have been developed to estimate the ATT, the selection and use of these…

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Debiasing and $t$-tests for synthetic control inference on average causal effects

合成控制平均因果效应推断的去偏与 t 检验

We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a $K$-fold cross-fitting procedure for bias correction. To avoid the difficult estimation of the long-run variance, inference is based on a self-normalized $t$-statistic, which has an asymptotically pivotal $t$-distribution. Our $t$-test is easy to implement, provably robust against misspecification, and valid with stationary and…

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