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The Predictive Individual Effect for Survival Data

生存数据的预测个体效应

The call for patient-focused drug development is loud and clear, as expressed in the 21st Century Cures Act and in recent guidelines and initiatives of regulatory agencies. Among the factors contributing to modernized drug development and improved health-care activities are easily interpretable measures of clinical benefit. In addition, special care is needed for cancer trials with time-to-event endpoints if the treatment effect is not constant over time. We propose the…

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A Nonparametric Statistical Method for Two Crossing Survival Curves

两条交叉生存曲线的非参数统计方法

In comparative research on time-to-event data for two groups, when two survival curves cross each other, it may be difficult to use the log-rank test and hazard ratio (HR) to properly assess the treatment benefit. Our aim was to identify a method for evaluating the treatment benefits for two groups in the above situation. We quantified treatment benefits based on an intuitive measure called the area between two survival curves (ABS), which is a robust measure of treatment…

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Implementation of an alternative method for assessing competing risks: restricted mean time lost

竞争风险评估的替代方法:限制平均损失时间

In clinical and epidemiological studies, hazard ratios are often applied to compare treatment effects between two groups for survival data. For competing risks data, the corresponding quantities of interest are cause-specific hazard ratios (cHRs) and subdistribution hazard ratios (sHRs). However, they both have some limitations related to model assumptions and clinical interpretation. Therefore, we recommend restricted mean time lost (RMTL) as an alternative that is easy to…

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Propensity Score Weighting Analysis of Survival Outcomes Using Pseudo-observations

利用伪观测进行生存结局的倾向得分加权分析

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes constructs pseudo-observations and allows standard methods such as propensity score weighting to proceed as if the outcomes are completely observed. For a general class of model-free causal estimands with survival outcomes on user-specified…

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Selection bias in the treatment effect for a principal stratum

主分层处理效应中的选择偏差

Estimation of treatment effect for principal strata has been studied for more than two decades. Existing research exclusively focuses on the estimation, but there is little research on forming and testing hypotheses for principal stratification-based estimands. In this brief report, we discuss a phenomenon in which the true treatment effect for a principal stratum may not equal zero even if the two treatments have the same effect at patient level which implies an equal…

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Using Bayesian Evidence Synthesis Methods to Incorporate Real World Evidence in Surrogate Endpoint Evaluation

以贝叶斯证据综合纳入真实世界证据评估替代终点

Objective: Traditionally validation of surrogate endpoints has been carried out using RCT data. However, RCT data may be too limited to validate surrogate endpoints. In this paper, we sought to improve validation of surrogate endpoints with the inclusion of real world evidence (RWE). Study Design and Setting: We use data from comparative RWE (cRWE) and single arm RWE (sRWE), to supplement RCT evidence for evaluation of progression free survival (PFS) as a surrogate endpoint…

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A generalized definition of the average causal effect for both binary and continuous treatments

兼容二元与连续处理的平均因果效应广义定义

One of the main tasks of causal inference is estimating well-defined causal parameters. One of the main causal parameters is the average causal effect (ACE) - the expected value of the individual level causal effects in the target population. For binary treatments, the individual level causal effect is defined as contrast between potential outcomes. For continuous outcomes, however, there are many such contrasts in finite samples, thus hampering their use as a useful summary…

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Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression

时变非线性时间序列回归的筛法同时推断

In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametric estimators for the time-varying regression functions which can achieve the min-max optimal rate. On the other hand, we develop a unified simultaneous inferential theory which can be used to conduct both structural and exact form testings on the functions. Our proposed statistics are powerful even…

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A Targeted Approach to Confounder Selection for High-Dimensional Data

高维数据中混杂变量选择的目标化方法

We consider the problem of selecting confounders for adjustment from a potentially large set of covariates, when estimating a causal effect. Recently, the high-dimensional Propensity Score (hdPS) method was developed for this task; hdPS ranks potential confounders by estimating an importance score for each variable and selects the top few variables. However, this ranking procedure is limited: it requires all variables to be binary. We propose an extension of the hdPS to…

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Solving the Data Sparsity Problem in Predicting the Success of the Startups with Machine Learning Methods

利用机器学习缓解初创企业成功预测中的数据稀疏问题

Predicting the success of startup companies is of great importance for both startup companies and investors. It is difficult due to the lack of available data and appropriate general methods. With data platforms like Crunchbase aggregating the information of startup companies, it is possible to predict with machine learning algorithms. Existing research suffers from the data sparsity problem as most early-stage startup companies do not have much data available to the public.…

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On the Assumptions of Synthetic Control Methods

合成控制方法的假设

Synthetic control (SC) methods have been widely applied to estimate the causal effect of large-scale interventions, e.g., the state-wide effect of a change in policy. The idea of synthetic controls is to approximate one unit's counterfactual outcomes using a weighted combination of some other units' observed outcomes. The motivating question of this paper is: how does the SC strategy lead to valid causal inferences? We address this question by re-formulating the causal…

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The integrated copula spectrum

积分 Copula 谱

Frequency domain methods form a ubiquitous part of the statistical toolbox for time series analysis. In recent years, considerable interest has been given to the development of new spectral methodology and tools capturing dynamics in the entire joint distributions and thus avoiding the limitations of classical, $L^2$-based spectral methods. Most of the spectral concepts proposed in that literature suffer from one major drawback, though: their estimation requires the choice…

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Identifying Marginal Treatment Effects in the Presence of Sample Selection

样本选择下边际处理效应的识别

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive uniformly sharp bounds on this parameter under three increasingly restrictive sets of assumptions. The first result imposes standard MTE assumptions with an unrestricted sample selection mechanism. The second set of conditions imposes…

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Quantile Regression under Limited Dependent Variable

受限因变量下的分位数回归

A new Stata command, ldvqreg, is developed to estimate quantile regression models for the cases of censored (with lower and/or upper censoring) and binary dependent variables. The estimators are implemented using a smoothed version of the quantile regression objective function. Simulation exercises show that it correctly estimates the parameters and it should be implemented instead of the available quantile regression methods when censoring is present. An empirical…

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The R Package knnwtsim: Nonparametric Forecasting With a Tailored Similarity Measure

R 包 knnwtsim:使用定制相似度的非参数预测

The R package knnwtsim provides functions to implement k nearest neighbors (KNN) forecasting using a similarity metric tailored to the forecasting problem of predicting future observations of a response series where recent observations, seasonal or periodic patterns, and the values of one or more exogenous predictors all have predictive value in forecasting new response points. This paper will introduce the similarity measure of interest, and the functions in knnwtsim used…

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Housing Price Prediction Model Selection Based on Lorenz and Concentration Curves: Empirical Evidence from Tehran Housing Market

基于洛伦兹曲线与集中曲线的房价预测模型选择:德黑兰证据

This study contributes a house price prediction model selection in Tehran City based on the area between Lorenz curve (LC) and concentration curve (CC) of the predicted price by using 206,556 observed transaction data over the period from March 21, 2018, to February 19, 2021. Several different methods such as generalized linear models (GLM) and recursive partitioning and regression trees (RPART), random forests (RF) regression models, and neural network (NN) models were…

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Assessing Time-Varying Causal Effect Moderation in the Presence of Cluster-Level Treatment Effect Heterogeneity

群组层面处理效应异质性下的时变因果效应调节评估

The micro-randomized trial (MRT) is a sequential randomized experimental design to empirically evaluate the effectiveness of mobile health (mHealth) intervention components that may be delivered at hundreds or thousands of decision points. MRTs have motivated a new class of causal estimands, termed "causal excursion effects", for which semiparametric inference can be conducted via a weighted, centered least squares criterion (Boruvka et al., 2018). Existing methods assume…

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Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations

跨地区外推随机试验的协变量平衡敏感性分析

The ability to generalize experimental results from randomized control trials (RCTs) across locations is crucial for informing policy decisions in targeted regions. Such generalization is often hindered by the lack of identifiability due to unmeasured effect modifiers that compromise direct transport of treatment effect estimates from one location to another. We build upon sensitivity analysis in observational studies and propose an optimization procedure that allows us to…

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Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017)

半参数离散选择模型的高效反事实估计:一则方法补充

I suggest an enhancement of the procedure of Chiong, Hsieh, and Shum (2017) for calculating bounds on counterfactual demand in semiparametric discrete choice models. Their algorithm relies on a system of inequalities indexed by cycles of a large number $M$ of observed markets and hence seems to require computationally infeasible enumeration of all such cycles. I show that such enumeration is unnecessary because solving the "fully efficient" inequality system exploiting…

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Planning a method for covariate adjustment in individually-randomised trials: a practical guide

个体随机试验中协变量调整方法的规划指南

Background: It has long been advised to account for baseline covariates in the analysis of confirmatory randomised trials, with the main statistical justifications being that this increases power and, when a randomisation scheme balanced covariates, permits a valid estimate of experimental error. There are various methods available to account for covariates but it is not clear how to choose among them. Methods: Taking the perspective of writing a statistical analysis plan,…

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Non parametric estimation of causal populations in a counterfactual scenario

反事实情景中因果人群分布的非参数估计

In causality, estimating the effect of a treatment without confounding inference remains a major issue because requires to assess the outcome in both case with and without treatment. Not being able to observe simultaneously both of them, the estimation of potential outcome remains a challenging task. We propose an innovative approach where the problem is reformulated as a missing data model. The aim is to estimate the hidden distribution of \emph{causal populations}, defined…

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Regression-based causal inference with factorial experiments: estimands, model specifications, and design-based properties

析因实验的回归因果推断:目标量、模型设定与设计性质

Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering point estimators and standard errors via one single regression. Justification of these convenient estimators from the design-based perspective requires quantifying their sampling properties under the assignment mechanism conditioning on the…

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A decomposition method to evaluate the `paradox of progress' with evidence for Argentina

评估“进步悖论”的分解方法:阿根廷证据

The `paradox of progress' is an empirical regularity that associates more education with larger income inequality. Two driving and competing factors behind this phenomenon are the convexity of the `Mincer equation' (that links wages and education) and the heterogeneity in its returns, as captured by quantile regressions. We propose a joint least-squares and quantile regression statistical framework to derive a decomposition in order to evaluate the relative contribution of…

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Statistical implications of relaxing the homogeneous mixing assumption in time series Susceptible-Infectious-Removed models

时间序列 SIR 模型放宽均匀混合假设的统计后果

Infectious disease epidemiologists routinely fit stochastic epidemic models to time series data to elucidate infectious disease dynamics, evaluate interventions, and forecast epidemic trajectories. To improve computational tractability, many approximate stochastic models have been proposed. In this paper, we focus on one class of such approximations -- time series Susceptible-Infectious-Removed (TSIR) models. Infectious disease modeling often starts with a homogeneous mixing…

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