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识别与工具变量:工具变量、弱识别、部分识别与识别条件。
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Instrumental Variable Approach to Estimating Individual Causal Effects in N-of-1 Trials: Application to ISTOP Study

N-of-1 试验中个体因果效应的工具变量估计:ISTOP 应用

An N-of-1 trial is a multiple crossover trial conducted in a single individual to provide evidence to directly inform personalized treatment decisions. Advancements in wearable devices greatly improved the feasibility of adopting these trials to identify optimal individual treatment plans, particularly when treatments differ among individuals and responses are highly heterogeneous. Our work was motivated by the I-STOP-AFib Study, which examined the impact of different…

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A causal inference framework for spatial confounding

空间混杂的因果推断框架

Over the past few decades, addressing "spatial confounding" has become a major topic in spatial statistics. However, the literature has provided conflicting definitions, and many proposed solutions are tied to specific analysis models and do not address the issue of confounding as it is understood in causal inference. We offer an analysis-model-agnostic definition of spatial confounding as the existence of an unmeasured causal confounder variable with a spatial structure. We…

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Local Effects of Continuous Instruments without Positivity

无需正值性假设的连续工具变量局部效应

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings, however, the instrument is continuous. Standard estimation methods can be applied with continuous instruments, but they require strong assumptions. While recent work has introduced more flexible estimation approaches, these methods require a…

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A Non-parametric Direct Learning Approach to Heterogeneous Treatment Effect Estimation under Unmeasured Confounding

未测量混杂下异质性处理效应的非参数直接学习方法

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on heterogeneity in treatment effects, leading to the development of various methods for estimating Conditional Average Treatment Effects (CATE). These approaches hinge on a crucial identifying condition of no unmeasured confounding, an assumption that…

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Nonparametric Jackknife Instrumental Variable Estimation and Confounding Robust Surrogate Indices

非参数刀切工具变量估计与抗混杂替代指标

Jackknife instrumental variable estimation (JIVE) is a classic method to leverage many weak instrumental variables (IVs) to estimate linear structural models, overcoming the bias of standard methods like two-stage least squares. In this paper, we extend the jackknife approach to nonparametric IV (NPIV) models with many weak IVs. Since NPIV characterizes the structural regression as having residuals projected onto the IV being zero, existing approaches minimize an estimate of…

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Confidence Sets for Causal Orderings

因果排序的置信集合

Causal discovery procedures aim to deduce causal relationships among variables in a multivariate dataset. While various methods have been proposed for estimating a single causal model or a single equivalence class of models, less attention has been given to quantifying uncertainty in causal discovery in terms of confidence statements. A primary challenge in causal discovery of directed acyclic graphs is determining a causal ordering among the variables, and our work offers a…

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Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps

样本选择下异质性处理效应的部分识别:性别差距应用

This paper addresses the sample selection model within the context of the gender gap problem, where even random treatment assignment is affected by selection bias. By offering a robust alternative free from distributional or specification assumptions, we bound the treatment effect under the sample selection model with an exclusion restriction, an assumption whose validity is tested in the literature. This exclusion restriction allows for further segmentation of the…

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Stable Reduced-Rank VAR Identification

稳定的降秩向量自回归模型识别

The vector autoregression (VAR) has been widely used in system identification, econometrics, natural science, and many other areas. However, when the state dimension becomes large the parameter dimension explodes. So rank reduced modelling is attractive and is well developed. But a fundamental requirement in almost all applications is stability of the fitted model. And this has not been addressed in the rank reduced case. Here, we develop, for the first time, a closed-form…

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Instrumental variables: A non-asymptotic viewpoint

工具变量:非渐近视角

We provide a non-asymptotic analysis of the linear instrumental variable estimator allowing for the presence of exogeneous covariates. In addition, we introduce a novel measure of the strength of an instrument that can be used to derive non-asymptotic confidence intervals. For strong instruments, these non-asymptotic intervals match the asymptotic ones exactly up to higher order corrections; for weaker instruments, our intervals involve adaptive adjustments to the instrument…

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Nonparametric Bayesian Adjustment of Unmeasured Confounders in Cox Proportional Hazards Models

Cox 比例风险模型中未测混杂的非参数贝叶斯调整

In observational studies, unmeasured confounders present a crucial challenge in accurately estimating desired causal effects. To calculate the hazard ratio (HR) in Cox proportional hazard models for time-to-event outcomes, two-stage residual inclusion and limited information maximum likelihood are typically employed. However, these methods are known to entail difficulty in terms of potential bias of HR estimates and parameter identification. This study introduces a novel…

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Functional Spatial Autoregressive Models

函数型空间自回归模型

This study introduces a novel spatial autoregressive model in which the dependent variable is a function that may exhibit functional autocorrelation with the outcome functions of nearby units. This model can be characterized as a simultaneous integral equation system, which, in general, does not necessarily have a unique solution. For this issue, we provide a simple condition on the magnitude of the spatial interaction to ensure the uniqueness in data realization. For…

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Root-n consistent semiparametric learning with high-dimensional nuisance functions under minimal sparsity

最小稀疏性下含高维干扰函数的根号样本量一致半参数学习

Treatment effect estimation under unconfoundedness is a fundamental task in causal inference. In response to the challenge of analyzing high-dimensional datasets collected in substantive fields such as epidemiology, genetics, economics, and social sciences, various methods for treatment effect estimation with high-dimensional nuisance parameters (the outcome regression and the propensity score) have been developed in recent years. However, it is still unclear what is the…

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Computationally Efficient Estimation of Large Probit Models

大型 Probit 模型的高效计算估计

Probit models are useful for modeling correlated discrete responses in many disciplines, including consumer choice data in economics and marketing. However, the Gaussian latent variable feature of probit models coupled with identification constraints pose significant computational challenges for its estimation and inference, especially when the dimension of the discrete response variable is large. In this paper, we propose a computationally efficient Expectation-Maximization…

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Manipulating a Continuous Instrumental Variable in an Observational Study of Premature Babies: Algorithm, Partial Identification Bounds, and Inference under Randomization and Biased Randomization Assumptions

早产儿观察研究中连续工具变量的增强:匹配、部分识别界与推断

Regionalization of intensive care for premature babies refers to a triage system of mothers with high-risk pregnancies to hospitals of varied capabilities based on risks faced by infants. Due to the limited capacity of high-level hospitals, which are equipped with advanced expertise to provide critical care, understanding the effect of delivering premature babies at such hospitals on infant mortality for different subgroups of high-risk mothers could facilitate the design of…

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Gaussian Processes for Time Series with Lead-Lag Effects with applications to biology data

具有领先—滞后效应的时间序列高斯过程及其生物数据应用

Investigating the relationship, particularly the lead-lag effect, between time series is a common question across various disciplines, especially when uncovering biological process. However, analyzing time series presents several challenges. Firstly, due to technical reasons, the time points at which observations are made are not at uniform inintervals. Secondly, some lead-lag effects are transient, necessitating time-lag estimation based on a limited number of time points.…

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Sparsity, Regularization and Causality in Agricultural Yield: The Case of Paddy Rice in Peru

农业产量中的稀疏性、正则化与因果性:秘鲁水稻案例

This study introduces a novel approach that integrates agricultural census data with remotely sensed time series to develop precise predictive models for paddy rice yield across various regions of Peru. By utilizing sparse regression and Elastic-Net regularization techniques, the study identifies causal relationships between key remotely sensed variables-such as NDVI, precipitation, and temperature-and agricultural yield. To further enhance prediction accuracy, the first-…

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A penalized online sequential test of heterogeneous treatment effects for generalized linear models

广义线性模型中异质性处理效应的惩罚在线序贯检验

Identification of heterogeneous treatment effects (HTEs) has been increasingly popular and critical in various penalized strategy decisions using the A/B testing approach, especially in the scenario of a consecutive online collection of samples. However, in high-dimensional settings, such an identification remains challenging in the sense of lack of detection power of HTEs with insufficient sample instances for each batch sequentially collected online. In this article, a…

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A Bayesian joint model for mediation analysis with matrix-valued mediators

矩阵值中介变量的贝叶斯联合中介分析模型

Unscheduled treatment interruptions may lead to reduced quality of care in radiation therapy (RT). Identifying the RT prescription dose effects on the outcome of treatment interruptions, mediated through doses distributed into different organs-at-risk (OARs), can inform future treatment planning. The radiation exposure to OARs can be summarized by a matrix of dose-volume histograms (DVH) for each patient. Although various methods for high-dimensional mediation analysis have…

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Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors

含单整与平稳解释变量的线性回归方程系统多重结构突变检测

In this paper, we propose a two-step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the two-step estimator, we jointly detect the number and location of structural breaks, and provide consistent estimates of the coefficients. Our framework is flexible enough to allow for a mix of integrated and stationary regressors, as well as…

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Fighting Noise with Noise: Causal Inference with Many Candidate Instruments

以噪声对抗噪声:大量候选工具变量下的因果推断

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly large candidate set. In practice, most of the candidate instruments are often not relevant for studying a particular exposure of interest. Moreover, not all relevant candidate instruments are valid as they may directly influence the outcome…

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Functional Factor Modeling of Brain Connectivity

脑连接的函数型因子建模

Many fMRI analyses examine functional connectivity, or statistical dependencies among remote brain regions. Yet popular methods for studying whole-brain functional connectivity often yield results that are difficult to interpret. Factor analysis offers a natural framework in which to study such dependencies, particularly given its emphasis on interpretability. However, multivariate factor models break down when applied to functional and spatiotemporal data, like fMRI. We…

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Graphical tools for detection and control of selection bias with multiple exposures and samples

多暴露与多样本情形下检测和控制选择偏差的图工具

Among recent developments in definitions and analysis of selection bias is the potential outcomes approach of Kenah (Epidemiology, 2023), which allows non-parametric analysis using single-world intervention graphs, linking selection of study participants to identification of causal effects. Mohan & Pearl (JASA, 2021) provide a framework for missing data via directed acyclic graphs augmented with nodes indicating missingness for each sometimes-missing variable, which allows…

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Prediction of causal genes at GWAS loci with pleiotropic gene regulatory effects using sets of correlated instrumental variables

利用相关工具变量集合预测具有多效性调控作用的 GWAS 位点因果基因

Multivariate Mendelian randomization (MVMR) is a statistical technique that uses sets of genetic instruments to estimate the direct causal effects of multiple exposures on an outcome of interest. At genomic loci with pleiotropic gene regulatory effects, that is, loci where the same genetic variants are associated to multiple nearby genes, MVMR can potentially be used to predict candidate causal genes. However, consensus in the field dictates that the genetic instruments in…

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Non-parametric Replication of Instrumental Variable Estimates Across Studies

跨研究工具变量估计的非参数复现

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By employing an instrumental variable (IV) approach and targeting the local average treatment effect (LATE), these assumptions can be relaxed to some degree; however, little work has addressed the replicability of IV estimates. In this paper, we…

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