连接因果推理的设计和建模:贝叶斯非参数视角

Xinyi Xu, S. MacEachern, Bo Lu
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引用次数: 0

摘要

摘要:在40年前首次发表的开创性论文中,Rosenbaum和Rubin提出了倾向得分的概念,以解决观察性研究中具有挑战性的因果推断问题。倾向得分主要是作为一种设计工具来设置的,通过匹配或子类化来重新创建类似随机化的场景。贝叶斯在过去二十年的发展中采用了一个建模框架来推断因果效应。在这篇评论中,我们强调了设计和基于模型的视角与分析之间的联系。我们简要回顾了一个贝叶斯非参数框架,该框架利用倾向得分的高斯过程模型来模拟匹配设计。我们还讨论了观测数据中估计量的变化和偏差的作用。
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Bridging the design and modeling of causal inference: A Bayesian nonparametric perspective
Abstract:In their seminal paper first published 40 years ago, Rosenbaum and Rubin crafted the concept of the propensity score to tackle the challenging problem of causal inference in observational studies. The propensity score is set up mostly as a design tool to recreate a randomization like scenario, through matching or subclassification. Bayesian development over the past two decades has adopted a modeling framework to infer the causal effect. In this commentary, we highlight the connection between the design- and model-based perspectives to analysis. We briefly review a Bayesian nonparametric framework that utilizes Gaussian Process models on propensity scores to mimic matched designs. We also discuss the role of variation as well as bias in estimators arising from observational data.
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