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时间序列极端事件中的因果关系AI 解读

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well suited if the causal mechanisms only appear during extreme events. We propose a framework to detect a causal structure from the extremes of time series, providing a new tool to extract causal information from extreme events. We introduce the…

常微分方程模型选择：统计检验方法AI 解读

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different understandings of nuances in internal mechanisms or abstraction levels, presents a model selection challenge. This study introduces a testing-based approach for ODE model selection amidst statistical noise. Rooted in the model misspecification…

固定效应与广义 Mundlak 估计量AI 解读

We develop a new approach for estimating average treatment effects in observational studies with unobserved group-level heterogeneity. We consider a general model with group-level unconfoundedness and provide conditions under which aggregate balancing statistics -- group-level averages of functions of treatments and covariates -- are sufficient to eliminate differences between groups. Building on these results, we reinterpret commonly used linear fixed-effect regression…

近端中介分析AI 解读

A common concern when trying to draw causal inferences from observational data is that the measured covariates are insufficiently rich to account for all sources of confounding. In practice, many of the covariates may only be proxies of the latent confounding mechanism. Recent work has shown that in certain settings where the standard 'no unmeasured confounding' assumption fails, proxy variables can be leveraged to identify causal effects. Results currently exist for the…

纵向研究中序贯未测量混杂下的敏感性模型与界AI 解读

Consider sensitivity analysis to assess the worst-case possible values of counterfactual outcome means and average treatment effects under sequential unmeasured confounding in a longitudinal study with time-varying treatments and covariates. We formulate several multi-period sensitivity models to relax the corresponding versions of the assumption of sequential unconfounding. The primary sensitivity model involves only counterfactual outcomes, whereas the joint and product…

随机临床试验中比例差的协变量调整与估计AI 解读

Difference in proportions is frequently used to measure treatment effect for binary outcomes in randomized clinical trials. The estimation of difference in proportions can be assisted by adjusting for prognostic baseline covariates to enhance precision and bolster statistical power. Standardization or G-computation is a widely used method for covariate adjustment in estimating unconditional difference in proportions, because of its robustness to model misspecification.…

强干扰实验中的新目标参数AI 解读

In experiments that study social phenomena, such as peer influence or herd immunity, the treatment of one unit may influence the outcomes of others. Such "interference between units" violates traditional approaches for causal inference, so that additional assumptions are often imposed to model or limit the underlying social mechanism. For binary outcomes, we propose new estimands that can be estimated without such assumptions, allowing for interval estimates assuming only…

随机缺失协变量下倾向得分分析的多重插补：插补内与跨插补方法AI 解读

In epidemiology and social sciences, propensity score methods are popular for estimating treatment effects using observational data, and multiple imputation is popular for handling covariate missingness. However, how to appropriately use multiple imputation for propensity score analysis is not completely clear. This paper aims to bring clarity on the consistency (or lack thereof) of methods that have been proposed, focusing on the within approach (where the effect is…

超越尖锐零假设的随机化推断：有界零假设与个体处理效应分位数AI 解读

Randomization inference (RI) is typically interpreted as testing Fisher's "sharp" null hypothesis that all unit-level effects are exactly zero. This hypothesis is often criticized as restrictive and implausible, making its rejection scientifically uninteresting. We show, however, that many randomization tests are also valid for a "bounded" null hypothesis under which the unit-level effects are all non-positive (or all non-negative) but are otherwise heterogeneous. In…

双重机器学习估计量速率双重稳健性的弱假设证伪检验AI 解读

The class of doubly-robust (DR) functionals studied by Rotnitzky et al. (2021) is of central importance in economics and biostatistics. It strictly includes both (i) the class of mean-square continuous functionals that can be written as an expectation of an affine functional of a conditional expectation studied by Chernozhukov et al. (2022b) and (ii) the class of functionals studied by Robins et al. (2008). The present state-of-the-art estimators for DR functionals $ψ$ are…

通过连续变量离散化分析海洋生态系统中的关联AI 解读

Understanding and predicting interactions between predators and prey and their environment are fundamental for understanding food web structure, dynamics, and ecosystem function in both terrestrial and marine ecosystems.Thus, estimating the conditional associations between species and their environments is important for exploring connections or cooperative links in the ecosystem, which in turn can help to clarify such causal relationships. For this purpose, a relevant and…

利用共同混杂因素放宽工具变量外生性AI 解读

Instruments can be used to identify causal effects in the presence of unobserved confounding, under the famous relevance and exogeneity (unconfoundedness and exclusion) assumptions. As exogeneity is difficult to justify and to some degree untestable, it often invites criticism in applications. Hoping to alleviate this problem, we propose a novel identification approach, which relaxes traditional IV exogeneity to exogeneity conditional on some unobserved common confounders.…

部分工具变量单调性的检验AI 解读

When multi-dimensional instruments are used to identify and estimate causal effects, the monotonicity condition may not hold due to heterogeneity in the population. Under a partial monotonicity condition, which only requires the monotonicity to hold for each instrument separately holding all the other instruments fixed, the 2SLS estimand can still be a positively weighted average of LATEs. In this paper, we provide a simple nonparametric test for partial instrument…

簇内干扰下随机政策效应的有效非参数估计AI 解读

Interference occurs when a unit's treatment (or exposure) affects another unit's outcome. In some settings, units may be grouped into clusters such that it is reasonable to assume that interference, if present, only occurs between individuals in the same cluster, i.e., there is clustered interference. Various causal estimands have been proposed to quantify treatment effects under clustered interference from observational data, but these estimands either entail treatment…

随机实验中处理效应的半参数估计AI 解读

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is completely random. This setting is of particular interest in recent online experimentation. We propose using parametric models for the treatment effects, leading to semiparametric models for the outcome distributions. We derive the…

早期肿瘤试验混合对照方法评估：基于MORPHEUS-UC的模拟研究AI 解读

Phase Ib/II oncology trials, despite their small sample sizes, aim to provide information for optimal internal company decision-making concerning novel drug development. Hybrid controls (a combination of the current control arm and controls from one or more sources of historical trial data [HTD]) can be used to increase the statistical precision. Here we assess combining two sources of Roche HTD to construct a hybrid control in targeted therapy for decision-making via an…

稳健双重差分模型AI 解读

The difference-in-differences (DID) method identifies the average treatment effects on the treated (ATT) under mainly the so-called parallel trends (PT) assumption. The most common and widely used approach to justify the PT assumption is the pre-treatment period examination. If a null hypothesis of the same trend in the outcome means for both treatment and control groups in the pre-treatment periods is rejected, researchers believe less in PT and the DID results. This paper…

将模拟实验视为因果问题AI 解读

Simulation methods are among the most ubiquitous methodological tools in statistical science. In particular, statisticians often is simulation to explore properties of statistical functionals in models for which developed statistical theory is insufficient or to assess finite sample properties of theoretical results. We show that the design of simulation experiments can be viewed from the perspective of causal intervention on a data generating mechanism. We then demonstrate…

基于观察数据评估个体化治疗规则的综合框架AI 解读

Individualized treatment rules (ITRs) are deterministic decision rules that recommend treatments to individuals based on their characteristics. Though ubiquitous in medicine, ITRs are hardly ever evaluated in randomized controlled trials. To evaluate ITRs from observational data, we introduce a new probabilistic model and distinguish two situations: i) the situation of a newly developed ITR, where data are from a population where no patient implements the ITR, and ii) the…

借助多址信道建立不变因果预测的错误概率界AI 解读

We consider the problem of lower bounding the error probability under the invariant causal prediction (ICP) framework. To this end, we examine and draw connections between ICP and the zero-rate Gaussian multiple access channel by first proposing a variant of the original invariant prediction assumption, and then considering a special case of the Gaussian multiple access channel where a codebook is shared between an unknown number of senders. This connection allows us to…

利用替代指标的合成控制近端因果推断AI 解读

The synthetic control method (SCM) has become a popular tool for estimating causal effects in policy evaluation, where a single treated unit is observed, and a heterogeneous set of untreated units with pre- and post-policy change data are also observed. However, the synthetic control method faces challenges in accurately predicting post-intervention potential outcome had, contrary to fact, the treatment been withheld, when the pre-intervention period is short or the…

流行病学因果推断中的通用双重差分AI 解读

Difference-in-differences is undoubtedly one of the most widely used methods for evaluating the causal effect of an intervention in observational (i.e., nonrandomized) settings. The approach is typically used when pre- and post-exposure outcome measurements are available, and one can reasonably assume that the association of the unobserved confounder with the outcome has the same absolute magnitude in the two exposure arms, and is constant over time; a so-called parallel…

用于因果效应识别的实验设计AI 解读

Pearl's do calculus is a complete axiomatic approach to learn the identifiable causal effects from observational data. When such an effect is not identifiable, it is necessary to perform a collection of often costly interventions in the system to learn the causal effect. In this work, we consider the problem of designing the collection of interventions with the minimum cost to identify the desired effect. First, we prove that this problem is NP-hard, and subsequently propose…

长期处理效应的半参数估计AI 解读

Long-term outcomes of experimental evaluations are necessarily observed after long delays. We develop semiparametric methods for combining the short-term outcomes of experiments with observational measurements of short-term and long-term outcomes, in order to estimate long-term treatment effects. We characterize semiparametric efficiency bounds for various instances of this problem. These calculations facilitate the construction of several estimators. We analyze the…