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Enhancing Treatment Effect Estimation: A Model Robust Approach Integrating Randomized Experiments and External Controls using the Double Penalty Integration Estimator

结合随机实验与外部对照的模型稳健处理效应估计:双重惩罚整合估计量

Randomized experiments (REs) are the cornerstone for treatment effect evaluation. However, due to practical considerations, REs may encounter difficulty recruiting sufficient patients. External controls (ECs) can supplement REs to boost estimation efficiency. Yet, there may be incomparability between ECs and concurrent controls (CCs), resulting in misleading treatment effect evaluation. We introduce a novel bias function to measure the difference in the outcome mean…

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Decomposing Triple-Differences Regression under Staggered Adoption

分期实施下三重差分回归的分解

The triple-differences (TD) design is a popular identification strategy for causal effects in settings where researchers do not believe the parallel trends assumption of conventional difference-in-differences (DiD) is satisfied. TD designs augment the conventional 2x2 DiD with a "placebo" stratum -- observations that are nested in the same units and time periods but are known to be entirely unaffected by the treatment. However, many TD applications go beyond this simple…

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Mediation Analysis with Graph Mediator

以图结构为中介的中介分析

This study introduces a mediation analysis framework when the mediator is a graph. A Gaussian covariance graph model is assumed for graph representation. Causal estimands and assumptions are discussed under this representation. With a covariance matrix as the mediator, parametric mediation models are imposed based on matrix decomposition. Assuming Gaussian random errors, likelihood-based estimators are introduced to simultaneously identify the decomposition and causal…

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Causal Mediation Analysis with a Three-Dimensional Image Mediator

以三维图像为中介的因果中介分析

Causal mediation analysis is increasingly abundant in biology, psychology, and epidemiology studies, etc. In particular, with the advent of the big data era, the issue of high-dimensional mediators is becoming more prevalent. In neuroscience, with the widespread application of magnetic resonance technology in the field of brain imaging, studies on image being a mediator emerged. In this study, a novel causal mediation analysis method with a three-dimensional image mediator…

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Identifying Patient-Specific Root Causes with the Heteroscedastic Noise Model

利用异方差噪声模型识别患者特定的疾病根因

Complex diseases are caused by a multitude of factors that may differ between patients even within the same diagnostic category. A few underlying root causes may nevertheless initiate the development of disease within each patient. We therefore focus on identifying patient-specific root causes of disease, which we equate to the sample-specific predictivity of the exogenous error terms in a structural equation model. We generalize from the linear setting to the…

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Consistent Causal Inference for High-Dimensional Time Series

高维时间序列的一致因果推断

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian vector autoregressive process. This is tantamount to assume that the dynamics are captured by a Gaussian copula. No knowledge or estimation of the marginal distribution of the data is required. The procedure consistently identifies the…

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Unveiling Causal Mediation Pathways in High-Dimensional Mixed Exposures: A Data-Adaptive Target Parameter Strategy

高维混合暴露的因果中介路径识别:数据自适应目标参数策略

Mediation analysis in causal inference typically concentrates on one binary exposure, using deterministic interventions to split the average treatment effect into direct and indirect effects through a single mediator. Yet, real-world exposure scenarios often involve multiple continuous exposures impacting health outcomes through varied mediation pathways, which remain unknown a priori. Addressing this complexity, we introduce NOVAPathways, a methodological framework that…

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DRCFS: Doubly Robust Causal Feature Selection

DRCFS:双重稳健因果特征选择

Knowing the features of a complex system that are highly relevant to a particular target variable is of fundamental interest in many areas of science. Existing approaches are often limited to linear settings, sometimes lack guarantees, and in most cases, do not scale to the problem at hand, in particular to images. We propose DRCFS, a doubly robust feature selection method for identifying the causal features even in nonlinear and high dimensional settings. We provide…

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Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions

重尾分布极端分位数处理效应的估计与推断

Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome. Existing methods are limited to the case where the quantile of interest is within the range of the observations. For applications in risk assessment, however, the most relevant cases relate to extremal quantiles that go beyond the data range.…

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Identification of Causal Relationship between Amyloid-beta Accumulation and Alzheimer's Disease Progression via Counterfactual Inference

通过反事实推断识别淀粉样蛋白积累与阿尔茨海默病进展的因果关系

Alzheimer's disease (AD) is a neurodegenerative disorder that is beginning with amyloidosis, followed by neuronal loss and deterioration in structure, function, and cognition. The accumulation of amyloid-beta in the brain, measured through 18F-florbetapir (AV45) positron emission tomography (PET) imaging, has been widely used for early diagnosis of AD. However, the relationship between amyloid-beta accumulation and AD pathophysiology remains unclear, and causal inference…

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Neural Algorithmic Reasoning with Causal Regularisation

带因果正则化的神经算法推理

Recent work on neural algorithmic reasoning has investigated the reasoning capabilities of neural networks, effectively demonstrating they can learn to execute classical algorithms on unseen data coming from the train distribution. However, the performance of existing neural reasoners significantly degrades on out-of-distribution (OOD) test data, where inputs have larger sizes. In this work, we make an important observation: there are many different inputs for which an…

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Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning

结合机器学习的直接与间接分位数处理效应双重稳健估计

We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome rank into an indirect component that operates through an intermediate variable called mediator and an (unmediated) direct impact. The proposed method is based on the efficient score functions of the cumulative distribution functions of…

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Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport

利用最优传输量化边际问题中的分布模型风险

This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several fundamental results including strong duality, finiteness of the proposed Wasserstein distributional model risk, and the existence of an optimizer at each radius. In addition, we show continuity of the Wasserstein distributional model risk as a…

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Inference on Strongly Identified Functionals of Weakly Identified Functions

弱识别函数的强识别泛函推断

In a variety of applications, including nonparametric instrumental variable (NPIV) analysis, proximal causal inference under unmeasured confounding, and missing-not-at-random data with shadow variables, we are interested in inference on a continuous linear functional (e.g., average causal effects) of nuisance function (e.g., NPIV regression) defined by conditional moment restrictions. These nuisance functions are generally weakly identified, in that the conditional moment…

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Minimax optimal subgroup identification

极小极大最优的子群识别

Quantifying treatment effect heterogeneity is a crucial task in many areas of causal inference, e.g. optimal treatment allocation and estimation of subgroup effects. We study the problem of estimating the level sets of the conditional average treatment effect (CATE), identified under the no-unmeasured-confounders assumption. Given a user-specified threshold, the goal is to estimate the set of all units for whom the treatment effect exceeds that threshold. For example, if the…

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Variable Importance Matching for Causal Inference

用于因果推断的变量重要性匹配

Our goal is to produce methods for observational causal inference that are auditable, easy to troubleshoot, accurate for treatment effect estimation, and scalable to high-dimensional data. We describe a general framework called Model-to-Match that achieves these goals by (i) learning a distance metric via outcome modeling, (ii) creating matched groups using the distance metric, and (iii) using the matched groups to estimate treatment effects. Model-to-Match uses variable…

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Isotonic subgroup selection

保序回归中的子群选择

Given a sample of covariate-response pairs, we consider the subgroup selection problem of identifying a subset of the covariate domain where the regression function exceeds a pre-determined threshold. We introduce a computationally-feasible approach for subgroup selection in the context of multivariate isotonic regression based on martingale tests and multiple testing procedures for logically-structured hypotheses. Our proposed procedure satisfies a non-asymptotic, uniform…

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Joint structure learning and causal effect estimation for categorical graphical models

类别变量图模型的联合结构学习与因果效应估计

We consider a a collection of categorical random variables. Of special interest is the causal effect on an outcome variable following an intervention on another variable. Conditionally on a Directed Acyclic Graph (DAG), we assume that the joint law of the random variables can be factorized according to the DAG, where each term is a categorical distribution for the node-variable given a configuration of its parents. The graph is equipped with a causal interpretation through…

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Bayesian Interrupted Time Series for evaluating policy change on mental well-being: an application to England's welfare reform

评估政策对心理福祉影响的贝叶斯中断时间序列:英格兰福利改革应用

Factors contributing to social inequalities are also associated with negative mental health outcomes leading to disparities in mental well-being. We propose a Bayesian hierarchical model which can evaluate the impact of policies on population well-being, accounting for spatial/temporal dependencies. Building on an interrupted time series framework, our approach can evaluate how different profiles of individuals are affected in different ways, whilst accounting for their…

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Identification and estimation of treatment effects on long-term outcomes in clinical trials with external observational data

结合外部观测数据识别与估计临床试验长期处理效应

In biomedical studies, estimating drug effects on chronic diseases requires a long follow-up period, which is difficult to meet in randomized clinical trials (RCTs). The use of a short-term surrogate to replace the long-term outcome for assessing the drug effect relies on stringent assumptions that empirical studies often fail to satisfy. Motivated by a kidney disease study, we investigate the drug effects on long-term outcomes by combining an RCT without observation of…

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On Heterogeneous Treatment Effects in Heterogeneous Causal Graphs

异质因果图中的异质性处理效应

Heterogeneity and comorbidity are two interwoven challenges associated with various healthcare problems that greatly hampered research on developing effective treatment and understanding of the underlying neurobiological mechanism. Very few studies have been conducted to investigate heterogeneous causal effects (HCEs) in graphical contexts due to the lack of statistical methods. To characterize this heterogeneity, we first conceptualize heterogeneous causal graphs (HCGs) by…

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The Proximal ID Algorithm

近端因果识别算法

Unobserved confounding is a fundamental obstacle to establishing valid causal conclusions from observational data. Two complementary types of approaches have been developed to address this obstacle: obtaining identification using fortuitous external aids, such as instrumental variables or proxies, or by means of the ID algorithm, using Markov restrictions on the full data distribution encoded in graphical causal models. In this paper we aim to develop a synthesis of the…

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The DeCAMFounder: Non-Linear Causal Discovery in the Presence of Hidden Variables

DeCAMFounder:隐藏变量下的非线性因果发现

Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical scenarios. Without additional assumptions about the unobserved variables, it is not possible to recover any causal relationships from observational data. Fortunately, in many applied settings, additional structure among the confounders can be…

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Better Bunching, Nicer Notching

更稳健的聚集与缺口弹性估计

This paper studies the bunching identification strategy for an elasticity parameter that summarizes agents' responses to changes in slope (kink) or intercept (notch) of a schedule of incentives. We show that current bunching methods may be very sensitive to implicit assumptions in the literature about unobserved individual heterogeneity. We overcome this sensitivity concern with new non- and semi-parametric estimators. Our estimators allow researchers to show how bunching…

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