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Randomization-based, Bayesian inference of causal effects 基于随机的贝叶斯因果推理
IF 1.4 4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 DOI: 10.1515/jci-2022-0025
Thomas C. Leavitt
Abstract Bayesian causal inference in randomized experiments usually imposes model-based structure on potential outcomes. Yet causal inferences from randomized experiments are especially credible because they depend on a known assignment process, not a probability model of potential outcomes. In this article, I derive a randomization-based procedure for Bayesian inference of causal effects in a finite population setting. I formally show that this procedure satisfies Bayesian analogues of unbiasedness and consistency under weak conditions on a prior distribution. Unlike existing model-based methods of Bayesian causal inference, my procedure supposes neither probability models that generate potential outcomes nor independent and identically distributed random sampling. Unlike existing randomization-based methods of Bayesian causal inference, my procedure does not suppose that potential outcomes are discrete and bounded. Consequently, researchers can reap the benefits of Bayesian inference without sacrificing the properties that make inferences from randomized experiments especially credible in the first place.
摘要随机实验中的贝叶斯因果推理通常对潜在结果施加基于模型的结构。然而,随机实验的因果推论尤其可信,因为它们依赖于已知的分配过程,而不是潜在结果的概率模型。在这篇文章中,我推导了一个基于随机化的程序,用于有限人口环境下的因果效应的贝叶斯推断。我正式证明了这个过程在先验分布的弱条件下满足无偏性和一致性的贝叶斯类比。与现有的基于模型的贝叶斯因果推理方法不同,我的程序既没有假设产生潜在结果的概率模型,也没有假设独立和同分布的随机抽样。与现有的基于随机化的贝叶斯因果推理方法不同,我的程序不假设潜在的结果是离散的和有界的。因此,研究人员可以获得贝叶斯推理的好处,而不牺牲从随机实验中得出的推断首先特别可信的特性。
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引用次数: 0
Bounding the probabilities of benefit and harm through sensitivity parameters and proxies 通过敏感性参数和代理来确定收益和损害的概率
4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 DOI: 10.1515/jci-2023-0012
Jose M. Peña
Abstract We present two methods for bounding the probabilities of benefit (a.k.a. the probability of necessity and sufficiency, i.e., the desired effect occurs if and only if exposed) and harm (i.e., the undesired effect occurs if and only if exposed) under unmeasured confounding. The first method computes the upper or lower bound of either probability as a function of the observed data distribution and two intuitive sensitivity parameters, which can then be presented to the analyst as a 2-D plot to assist in decision-making. The second method assumes the existence of a measured nondifferential proxy for the unmeasured confounder. Using this proxy, tighter bounds than the existing ones can be derived from just the observed data distribution.
我们提出了两种方法来限定在未测量混杂下的利益(即必要性和充分性的概率,即当且仅当暴露时产生期望的效果)和危害(即当且仅当暴露时产生不期望的效果)的概率。第一种方法计算概率的上界或下界,作为观察到的数据分布和两个直观的灵敏度参数的函数,然后可以将其作为二维图呈现给分析人员,以协助决策。第二种方法假定存在一个可测量的非微分代理来代替不可测量的混杂因素。使用这种代理,可以从观察到的数据分布中得出比现有边界更严格的边界。
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引用次数: 0
Model-based regression adjustment with model-free covariates for network interference 基于模型的无模型协变量网络干扰回归平差
4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 DOI: 10.1515/jci-2023-0005
Kevin Han, Johan Ugander
Abstract When estimating a global average treatment effect (GATE) under network interference, units can have widely different relationships to the treatment depending on a combination of the structure of their network neighborhood, the structure of the interference mechanism, and how the treatment was distributed in their neighborhood. In this work, we introduce a sequential procedure to generate and select graph- and treatment-based covariates for GATE estimation under regression adjustment. We show that it is possible to simultaneously achieve low bias and considerably reduce variance with such a procedure. To tackle inferential complications caused by our feature generation and selection process, we introduce a way to construct confidence intervals based on a block bootstrap. We illustrate that our selection procedure and subsequent estimator can achieve good performance in terms of root-mean-square error in several semi-synthetic experiments with Bernoulli designs, comparing favorably to an oracle estimator that takes advantage of regression adjustments for the known underlying interference structure. We apply our method to a real-world experimental dataset with strong evidence of interference and demonstrate that it can estimate the GATE reasonably well without knowing the interference process a priori .
在估计网络干扰下的全球平均治疗效果(GATE)时,根据其网络邻居的结构、干扰机制的结构以及治疗在其邻居中的分布方式的组合,单元与治疗的关系可能会有很大的不同。在这项工作中,我们引入了一个顺序过程来生成和选择基于图和处理的协变量,用于回归调整下的GATE估计。我们表明,这是可能的同时实现低偏差和显著减少方差与这样的程序。为了解决由特征生成和选择过程引起的推理复杂性,我们引入了一种基于块引导构造置信区间的方法。我们证明了我们的选择过程和随后的估计器在伯努利设计的几个半合成实验中可以在均方根误差方面取得良好的性能,与利用已知潜在干扰结构的回归调整的oracle估计器相比具有优势。我们将我们的方法应用于具有强烈干扰证据的真实世界实验数据集,并证明它可以在不知道先验干扰过程的情况下相当好地估计GATE。
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引用次数: 1
Attributable fraction and related measures: Conceptual relations in the counterfactual framework 归因分数与相关测度:反事实框架中的概念关系
IF 1.4 4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 DOI: 10.1515/jci-2021-0068
E. Suzuki, E. Yamamoto
Abstract The attributable fraction (population) has attracted much attention from a theoretical perspective and has been used extensively to assess the impact of potential health interventions. However, despite its extensive use, there is much confusion about its concept and calculation methods. In this article, we discuss the concepts of and calculation methods for the attributable fraction and related measures in the counterfactual framework, both with and without stratification by covariates. Generally, the attributable fraction is useful when the exposure of interest has a causal effect on the outcome. However, it is important to understand that this statement applies to the exposed group. Although the target population of the attributable fraction (population) is the total population, the causal effect should be present not in the total population but in the exposed group. As related measures, we discuss the preventable fraction and prevented fraction, which are generally useful when the exposure of interest has a preventive effect on the outcome, and we further propose a new measure called the attributed fraction. We also discuss the causal and preventive excess fractions, and provide notes on vaccine efficacy. Finally, we discuss the relations between the aforementioned six measures and six possible patterns using a conceptual schema.
归因分数(人口)从理论角度引起了人们的广泛关注,并被广泛用于评估潜在健康干预措施的影响。然而,尽管它被广泛使用,但在其概念和计算方法上却存在许多混乱。在本文中,我们讨论了在有和没有协变量分层的反事实框架中归因分数和相关测度的概念和计算方法。一般来说,当兴趣的暴露对结果有因果影响时,归因分数是有用的。然而,重要的是要明白,这种说法适用于暴露的群体。虽然归因部分(人群)的目标人群是总人口,但因果效应不应出现在总人口中,而应出现在受照人群中。作为相关度量,我们讨论了可预防分数和预防分数,当兴趣暴露对结果有预防作用时,它们通常是有用的,我们进一步提出了一个新的度量,称为归因分数。我们还讨论了因果性和预防性的过量分数,并提供了关于疫苗功效的说明。最后,我们使用概念图式讨论了上述六种度量和六种可能模式之间的关系。
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引用次数: 0
2D score-based estimation of heterogeneous treatment effects 异质性治疗效果的二维评分估计
4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 DOI: 10.1515/jci-2022-0016
Steven Siwei Ye, Yanzhen Chen, Oscar Hernan Madrid Padilla
Abstract Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator for treatment effects, especially in the case when there are a large number of features in estimation. To make efforts to address the issue, we propose a score-based framework for estimating the conditional average treatment effect (CATE) function in this article. The framework integrates two components: (i) leverage the joint use of propensity and prognostic scores in a matching algorithm to obtain a proxy of the heterogeneous treatment effects for each observation and (ii) utilize nonparametric regression trees to construct an estimator for the CATE function conditioning on the two scores. The method naturally stratifies treatment effects into subgroups over a 2d grid whose axis are the propensity and prognostic scores. We conduct benchmark experiments on multiple simulated data and demonstrate clear advantages of the proposed estimator over state-of-the-art methods. We also evaluate empirical performance in real-life settings, using two observational data from a clinical trial and a complex social survey, and interpret policy implications following the numerical results.
统计学家对估计和分析观察性研究中因果效应的异质性越来越感兴趣。然而,在开发治疗效果的理想估计器时,通常存在准确性和可解释性之间的权衡,特别是在估计中有大量特征的情况下。为了努力解决这个问题,我们提出了一个基于分数的框架来估计条件平均处理效果(CATE)函数。该框架集成了两个组成部分:(i)在匹配算法中利用倾向和预后评分的联合使用,以获得每个观察值的异质性治疗效果的代理;(ii)利用非参数回归树构建CATE函数条件作用于两个分数的估计器。该方法在二维网格上自然地将治疗效果分层为亚组,其轴是倾向和预后评分。我们在多个模拟数据上进行了基准实验,并证明了所提出的估计器比最先进的方法具有明显的优势。我们还利用来自临床试验和复杂社会调查的两项观察数据,评估了现实环境中的实证表现,并根据数值结果解释了政策含义。
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引用次数: 0
Exploiting neighborhood interference with low-order interactions under unit randomized design 单位随机设计下低阶相互作用的邻域干扰研究
4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 DOI: 10.1515/jci-2022-0051
Mayleen Cortez-Rodriguez, Matthew Eichhorn, Christina Lee Yu
Abstract Network interference, where the outcome of an individual is affected by the treatment assignment of those in their social network, is pervasive in real-world settings. However, it poses a challenge to estimating causal effects. We consider the task of estimating the total treatment effect (TTE), or the difference between the average outcomes of the population when everyone is treated versus when no one is, under network interference. Under a Bernoulli randomized design, we provide an unbiased estimator for the TTE when network interference effects are constrained to low-order interactions among neighbors of an individual. We make no assumptions on the graph other than bounded degree, allowing for well-connected networks that may not be easily clustered. We derive a bound on the variance of our estimator and show in simulated experiments that it performs well compared with standard estimators for the TTE. We also derive a minimax lower bound on the mean squared error of our estimator, which suggests that the difficulty of estimation can be characterized by the degree of interactions in the potential outcomes model. We also prove that our estimator is asymptotically normal under boundedness conditions on the network degree and potential outcomes model. Central to our contribution is a new framework for balancing model flexibility and statistical complexity as captured by this low-order interactions structure.
网络干扰是指个体的行为结果受到其社会网络中其他人的待遇分配的影响,这种现象在现实世界中普遍存在。然而,它对估计因果关系提出了挑战。我们考虑在网络干扰下估计总治疗效果(TTE)的任务,或每个人都接受治疗与没有人接受治疗时人群平均结果之间的差异。在伯努利随机化设计下,我们给出了当网络干扰效应被限制为个体之间的低阶相互作用时,TTE的无偏估计量。除了有界度,我们没有对图做任何假设,考虑到连接良好的网络可能不容易聚类。我们推导了估计器方差的一个界,并在模拟实验中表明,与TTE的标准估计器相比,它的性能很好。我们还推导了估计器均方误差的最小极大下界,这表明估计的难度可以通过潜在结果模型中的相互作用程度来表征。我们还证明了在网络度和潜在结果模型的有界条件下我们的估计量是渐近正态的。我们贡献的核心是平衡模型灵活性和统计复杂性的新框架,正如这个低阶交互结构所捕获的那样。
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引用次数: 0
On the pitfalls of Gaussian likelihood scoring for causal discovery 关于因果发现的高斯似然评分的缺陷
IF 1.4 4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-10-20 DOI: 10.1515/jci-2022-0068
Christoph Schultheiss, P. Bühlmann
Abstract We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We present a surprising negative result for Gaussian likelihood scoring in combination with nonparametric regression methods.
我们考虑基于似然评分的方法在结构因果模型中发现因果。我们特别关注高斯评分,并从非高斯误差分布的角度分析模型错配的影响。我们提出了一个令人惊讶的负面结果,高斯似然评分与非参数回归方法相结合。
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引用次数: 1
Quantitative probing: Validating causal models with quantitative domain knowledge 定量探索:用定量领域知识验证因果模型
IF 1.4 4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-09-07 DOI: 10.1515/jci-2022-0060
Daniel Grünbaum, M. L. Stern, E. Lang
Abstract We propose quantitative probing as a model-agnostic framework for validating causal models in the presence of quantitative domain knowledge. The method is constructed in analogy to the train/test split in correlation-based machine learning. It is consistent with the logic of scientific discovery and enhances current causal validation strategies. The effectiveness of the method is illustrated using Pearl’s sprinkler example, before a thorough simulation-based investigation is conducted. Limits of the technique are identified by studying exemplary failing scenarios, which are furthermore used to propose a list of topics for future research and improvements of the presented version of quantitative probing. A guide for practitioners is included to facilitate the incorporation of quantitative probing in causal modelling applications. The code for integrating quantitative probing into causal analysis, as well as the code for the presented simulation-based studies of the effectiveness of quantitative probing are provided in two separate open-source Python packages.
摘要我们提出定量探究作为一个模型不可知的框架,用于在定量领域知识存在的情况下验证因果模型。该方法的构造类似于基于相关性的机器学习中的训练/测试分割。它与科学发现的逻辑是一致的,并增强了当前的因果验证策略。在进行彻底的基于模拟的调查之前,用Pearl的洒水车实例说明了该方法的有效性。通过研究典型的失败场景来确定该技术的局限性,并进一步用于提出未来研究和改进定量探测的主题列表。为从业人员的指南包括,以促进在因果建模应用定量探测的结合。在两个独立的开源Python包中提供了将定量探测集成到因果分析中的代码,以及对定量探测有效性进行基于模拟的研究的代码。
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引用次数: 3
Personalized decision making – A conceptual introduction 个性化决策-概念介绍
IF 1.4 4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-08-19 DOI: 10.48550/arXiv.2208.09558
Scott Mueller
Abstract Personalized decision making targets the behavior of a specific individual, while population-based decision making concerns a subpopulation resembling that individual. This article clarifies the distinction between the two and explains why the former leads to more informed decisions. We further show that by combining experimental and observational studies, we can obtain valuable information about individual behavior and, consequently, improve decisions over those obtained from experimental studies alone. In particular, we show examples where such a combination discriminates between individuals who can benefit from a treatment and those who cannot – information that would not be revealed by experimental studies alone. We outline areas where this method could be of benefit to both policy makers and individuals involved.
个性化决策针对的是特定个体的行为,而基于群体的决策关注的是与该个体相似的亚群体。本文阐明了两者之间的区别,并解释了为什么前者会导致更明智的决策。我们进一步表明,通过结合实验和观察研究,我们可以获得有关个体行为的有价值的信息,因此,比单独从实验研究中获得的信息更能改进决策。特别是,我们展示了一些例子,说明这种组合区分了能够从治疗中受益的个体和不能从治疗中受益的个体——这些信息仅通过实验研究是无法揭示的。我们概述了这种方法可能对政策制定者和相关个人都有益的领域。
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引用次数: 24
Exploiting neighborhood interference with low-order interactions under unit randomized design 单位随机设计下低阶相互作用的邻域干扰研究
IF 1.4 4区 医学 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-08-10 DOI: 10.48550/arXiv.2208.05553
Mayleen Cortez, Matthew Eichhorn, C. Yu
Abstract Network interference, where the outcome of an individual is affected by the treatment assignment of those in their social network, is pervasive in real-world settings. However, it poses a challenge to estimating causal effects. We consider the task of estimating the total treatment effect (TTE), or the difference between the average outcomes of the population when everyone is treated versus when no one is, under network interference. Under a Bernoulli randomized design, we provide an unbiased estimator for the TTE when network interference effects are constrained to low-order interactions among neighbors of an individual. We make no assumptions on the graph other than bounded degree, allowing for well-connected networks that may not be easily clustered. We derive a bound on the variance of our estimator and show in simulated experiments that it performs well compared with standard estimators for the TTE. We also derive a minimax lower bound on the mean squared error of our estimator, which suggests that the difficulty of estimation can be characterized by the degree of interactions in the potential outcomes model. We also prove that our estimator is asymptotically normal under boundedness conditions on the network degree and potential outcomes model. Central to our contribution is a new framework for balancing model flexibility and statistical complexity as captured by this low-order interactions structure.
网络干扰是指个体的行为结果受到其社会网络中其他人的待遇分配的影响,这种现象在现实世界中普遍存在。然而,它对估计因果关系提出了挑战。我们考虑在网络干扰下估计总治疗效果(TTE)的任务,或每个人都接受治疗与没有人接受治疗时人群平均结果之间的差异。在伯努利随机化设计下,我们给出了当网络干扰效应被限制为个体之间的低阶相互作用时,TTE的无偏估计量。除了有界度,我们没有对图做任何假设,考虑到连接良好的网络可能不容易聚类。我们推导了估计器方差的一个界,并在模拟实验中表明,与TTE的标准估计器相比,它的性能很好。我们还推导了估计器均方误差的最小极大下界,这表明估计的难度可以通过潜在结果模型中的相互作用程度来表征。我们还证明了在网络度和潜在结果模型的有界条件下我们的估计量是渐近正态的。我们贡献的核心是平衡模型灵活性和统计复杂性的新框架,正如这个低阶交互结构所捕获的那样。
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引用次数: 8
期刊
Journal of Causal Inference
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