论文标题
双重和有效的方法来估计二进制治疗的因果效应
Double-robust and efficient methods for estimating the causal effects of a binary treatment
论文作者
论文摘要
我们考虑了在没有未衡量因素混淆的情况下,估算二元处理对观察数据连续结果的影响的问题。我们基于新的双重运动(DR)估计量的差异,提供了人口平均治疗效果(ATE)的新估计量。我们将新估计量与以前的估计器进行了比较,从理论上讲是通过仿真进行比较。当经过处理和未经处理的估计倾向得分不重叠时,DR差异估计器的有限样本行为可能差。因此,我们提出了一种替代方法,即使在这种不利的环境中也可以使用该方法,基于本地有效的双重射击估计,对半摩米术回归模型进行了修改,以基线协变量$ x $的基线协变量的添加量表进行修改。与现有方法相反,我们的方法同时提供了:i)总研究人群中的平均治疗效果,ii)人群随机子集的平均治疗效果,估计倾向分数重叠,iii)在基线协变量的每个水平上的治疗效果。 当协变量向量$ x $是高维度时,由于缺乏功率,就无法确定倾向得分的模型以及对治疗结果的回归以及用于构建我们的DR估计量的$ x $的回归,即使它们通过了标准的拟合测试。因此,为了在候选模型中进行选择,我们提出了一种新的模型选择方法,以利用我们的治疗效果估计量的DR-Nature,并且在一项小型仿真研究中优于交叉验证。
We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average treatment effect (ATE) based on the difference of novel double-robust (DR) estimators of the treatment-specific outcome means. We compare our new estimator with previously estimators both theoretically and via simulation. DR-difference estimators may have poor finite sample behavior when the estimated propensity scores in the treated and untreated do not overlap. We therefore propose an alternative approach, which can be used even in this unfavorable setting, based on locally efficient double-robust estimation of a semiparametric regression model for the modification on an additive scale of the magnitude of the treatment effect by the baseline covariates $X$. In contrast with existing methods, our approach simultaneously provides estimates of: i) the average treatment effect in the total study population, ii) the average treatment effect in the random subset of the population with overlapping estimated propensity scores, and iii) the treatment effect at each level of the baseline covariates $X$. When the covariate vector $X$ is high dimensional, one cannot be certain, owing to lack of power, that given models for the propensity score and for the regression of the outcome on treatment and $X$ used in constructing our DR estimators are nearly correct, even if they pass standard goodness of fit tests. Therefore to select among candidate models, we propose a novel approach to model selection that leverages the DR-nature of our treatment effect estimator and that outperforms cross-validation in a small simulation study.