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估计平均处理效应的双重机器学习方法：比较研究AI 解读

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by combining the treatment model and the outcome model via different vehicles, such as matching, weighting, and regression. The key advantage of doubly robust estimators is that they require either the treatment model or the outcome model to be…

结构因果模型的极端行为AI 解读

The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for the observational distribution and under extremal interventions. We show that under suitable regularity conditions on the structure functions, the extremal behavior is described by a multivariate Pareto distribution, which can be…

黑箱因果推断：通过元预测估计效应AI 解读

Causal inference and the estimation of causal effects plays a central role in decision-making across many areas, including healthcare and economics. Estimating causal effects typically requires an estimator that is tailored to each problem of interest. But developing estimators can take significant effort for even a single causal inference setting. For example, algorithms for regression-based estimators, propensity score methods, and doubly robust methods were designed…

通过逆向加权将汇总数据纳入可作因果解释的元分析AI 解读

Obtaining causally interpretable meta-analysis results is challenging when there are differences in the distribution of effect modifiers between eligible trials. To overcome this, recent work on transportability methods has considered standardizing results of individual studies over the case-mix of a target population, prior to pooling them as in a classical random-effect meta-analysis. One practical challenge, however, is that case-mix standardization often requires…

何时可以使用双向固定效应回归？AI 解读

The use of the two-way fixed effects regression in empirical social science was historically motivated by folk wisdom that it uncovers the Average Treatment effect on the Treated (ATT) as in the canonical two-period two-group case. This belief has come under scrutiny recently due to recent results in applied econometrics showing that it fails to uncover meaningful averages of heterogeneous treatment effects in the presence of effect heterogeneity over time and across…

Fisher 市场与预算节奏拍卖中的统计推断和 A/B 测试AI 解读

We initiate the study of statistical inference and A/B testing for two market equilibrium models: linear Fisher market (LFM) equilibrium and first-price pacing equilibrium (FPPE). LFM arises from fair resource allocation systems such as allocation of food to food banks and notification opportunities to different types of notifications. For LFM, we assume that the data observed is captured by the classical finite-dimensional Fisher market equilibrium, and its steady-state…

小样本断点回归设计的部分线性估计量AI 解读

Regression discontinuity (RD) designs are a popular approach to estimating a treatment effect of cutoff-based interventions. Two current estimation approaches dominate the literature. One fits separate regressions on either side of the cutoff, and the other performs finite sample inference based on a local randomization assumption. Recent developments of these approaches have often focused on asymptotic properties and large sample sizes. Educational applications often…

通过主成分网络回归估计网络中介因果效应AI 解读

We develop a method to decompose causal effects on a social network into an indirect effect mediated by the network, and a direct effect independent of the social network. To handle the complexity of network structures, we assume that latent social groups act as causal mediators. We develop principal components network regression models to differentiate the social effect from the non-social effect. Fitting the regression models is as simple as principal components analysis…

可用于决策的治疗效应异质性：评估与检验AI 解读

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when deploying such methods is the degree to which incorporating HTE into a prediction model provides an advantage over predictive methods which do not allow for variation in treatment effect across individuals. To address this concern, we propose…

纵向比例效应模型的批判性评估AI 解读

Nonlinear longitudinal proportional effect models have been proposed to improve power and provide direct estimates of the proportional treatment effect in randomized clinical trials. These models assume a fixed proportional treatment effect over time, which can lead to bias and Type I error inflation when the assumption is violated. Even when the proportional effect assumption holds, these models are biased, and their inference is sensitive to the labeling of treatment…

因果协变量应当平衡到什么程度？AI 解读

Covariate balancing is a popular technique for controlling confounding in observational studies. It finds weights for the treatment group which are close to uniform, but make the group's covariate means (approximately) equal to those of the entire sample. A crucial question is: how approximate should the balancing be, in order to minimize the error of the final estimate? Current guidance is derived from heuristic or asymptotic analyses, which are uninformative when the size…

单代理合成控制AI 解读

Synthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit's pre-treatment outcome and covariates' time series measurements on those of untreated units via ordinary least squares. However, this approach can perform poorly if the pre-treatment fit is not near perfect, whether the weights are normalized or not. In this paper,…

PCM 选择器：用于线性因果效应评估的惩罚协变量与中介选择方法AI 解读

For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a set can be observed, but standard statistical estimation methods cannot be applied to estimate causal effects because of multicollinearity/high-dimensional data problems. We propose a novel two-stage penalized regression approach, the…

生存结局中介分析中暴露测量误差的偏倚校正AI 解读

Mediation analysis is widely used in health science research to evaluate the extent to which an intermediate variable explains an observed exposure-outcome relationship. However, the validity of analysis can be compromised when the exposure is measured with error. Motivated by the Health Professionals Follow-up Study (HPFS), we investigate the impact of exposure measurement error on assessing mediation with a survival outcome, based on the Cox proportional hazards outcome…

贝叶斯因果发现的元学习方法AI 解读

Discovering a unique causal structure is difficult due to both inherent identifiability issues, and the consequences of finite data. As such, uncertainty over causal structures, such as those obtained from a Bayesian posterior, are often necessary for downstream tasks. Finding an accurate approximation to this posterior is challenging, due to the large number of possible causal graphs, as well as the difficulty in the subproblem of finding posteriors over the functional…

正则化主样条函数缓解空间混杂AI 解读

This paper proposes a new approach to address the problem of unmeasured confounding in spatial designs. Spatial confounding occurs when some confounding variables are unobserved and not included in the model, leading to distorted inferential results about the effect of an exposure on an outcome. We show the relationship existing between the confounding bias of a non-spatial model and that of a semi-parametric model that includes a basis matrix to represent the unmeasured…

FNETS：高维时间序列的因子调整网络估计与预测AI 解读

We propose FNETS, a methodology for network estimation and forecasting of high-dimensional time series exhibiting strong serial- and cross-sectional correlations. We operate under a factor-adjusted vector autoregressive (VAR) model which, after accounting for pervasive co-movements of the variables by {\it common} factors, models the remaining {\it idiosyncratic} dynamic dependence between the variables as a sparse VAR process. Network estimation of FNETS consists of three…

大语言模型能否辅助因果发现的实验设计？AI 解读

Designing proper experiments and selecting optimal intervention targets is a longstanding problem in scientific or causal discovery. Identifying the underlying causal structure from observational data alone is inherently difficult. Obtaining interventional data, on the other hand, is crucial to causal discovery, yet it is usually expensive and time-consuming to gather sufficient interventional data to facilitate causal discovery. Previous approaches commonly utilize…

网络干扰下的邻域自适应因果效应估计AI 解读

Estimating causal effects has become an integral part of most applied fields. In this work we consider the violation of the classical no-interference assumption with units connected by a network. For tractability, we consider a known network that describes how interference may spread. Unlike previous work the radius (and intensity) of the interference experienced by a unit is unknown and can depend on different (local) sub-networks and the assigned treatments. We study…

整合误分类电子病历结局与非概率样本中的验证结局AI 解读

Although increasingly used for research, electronic health records (EHR) often lack gold-standard assessment of key data elements. Linking EHRs to other data sources with higher-quality measurements can improve statistical inference, but such analyses must account for selection bias if the linked data source arises from a non-probability sample. We propose a set of novel estimators targeting the average treatment effect (ATE) that combine information from binary outcomes…

面向目标因果问题的序贯间接实验设计AI 解读

Scientific hypotheses typically concern specific aspects of complex, imperfectly understood or entirely unknown mechanisms, such as the effect of gene expression levels on phenotypes or how microbial communities influence environmental health. Such queries are inherently causal (rather than purely associational), but in many settings, experiments can not be conducted directly on the target variables of interest, but are indirect. Therefore, they perturb the target variable,…

利用因果图分区在高维结构化假设空间中发现因果关系AI 解读

The aim in many sciences is to understand the mechanisms that underlie the observed distribution of variables, starting from a set of initial hypotheses. Causal discovery allows us to infer mechanisms as sets of cause and effect relationships in a generalized way -- without necessarily tailoring to a specific domain. Causal discovery algorithms search over a structured hypothesis space, defined by the set of directed acyclic graphs, to find the graph that best explains the…

部分识别下的最优决策规则AI 解读

I consider a class of statistical decision problems in which the policymaker must decide between two policies to maximize social welfare (e.g., the population mean of an outcome) based on a finite sample. The framework introduced in this paper allows for various types of restrictions on the structural parameter (e.g., the smoothness of a conditional mean potential outcome function) and accommodates settings with partial identification of social welfare. As the main…

时变处理下的因果生存学习AI 解读

This work bridges the gap between staggered adoption designs and survival analysis to estimate causal effects in settings with time-varying treatments, addressing a fundamental challenge in medical research exemplified by the Stanford Heart Transplant study. In medical interventions, particularly organ transplantation, the timing of treatment varies significantly across patients due to factors such as donor availability and patient readiness, introducing potential bias in…