The ICH E9 addendum introduces the term intercurrent event to refer to events that happen after randomisation and that can either preclude observation of the outcome of interest or affect its interpretation. It proposes five strategies for handling intercurrent events to form an estimand but does not suggest statistical methods for estimation. In this paper we focus on the hypothetical strategy, where the treatment effect is defined under the hypothetical scenario in which the intercurrent event is prevented. For its estimation, we consider causal inference and missing data methods. We establish that certain 'causal inference estimators' are identical to certain 'missing data estimators'. These links may help those familiar with one set of methods but not the other. Moreover, using potential outcome notation allows us to state more clearly the assumptions on which missing data methods rely to estimate hypothetical estimands. This helps to indicate whether estimating a hypothetical estimand is reasonable, and what data should be used in the analysis. We show that hypothetical estimands can be estimated by exploiting data after intercurrent event occurrence, which is typically not used. We also present Monte Carlo simulations that illustrate the implementation and performance of the methods in different settings.
This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes the distance from the covariance estimate to a symmetric sparsity set. This formulation avoids unwanted shrinkage induced by more common norm penalties and enables optimization of the resulting non-convex objective by solving a sequence of smooth, unconstrained subproblems. These subproblems are generated and solved via the proximal distance version of the majorization-minimization principle. The resulting algorithm executes rapidly, gracefully handles settings where the number of parameters exceeds the number of cases, yields a positive definite solution, and enjoys desirable convergence properties. Empirically, we demonstrate that our approach outperforms competing methods by several metrics across a suite of simulated experiments. Its merits are illustrated on an international migration dataset and a classic case study on flow cytometry. Our findings suggest that the marginal and conditional dependency networks for the cell signalling data are more similar than previously concluded.
The rapid finding of effective therapeutics requires the efficient use of available resources in clinical trials. The use of covariate adjustment can yield statistical estimates with improved precision, resulting in a reduction in the number of participants required to draw futility or efficacy conclusions. We focus on time-to-event and ordinal outcomes. A key question for covariate adjustment in randomized studies is how to fit a model relating the outcome and the baseline covariates to maximize precision. We present a novel theoretical result establishing conditions for asymptotic normality of a variety of covariate-adjusted estimators that rely on machine learning (e.g., l1-regularization, Random Forests, XGBoost, and Multivariate Adaptive Regression Splines), under the assumption that outcome data is missing completely at random. We further present a consistent estimator of the asymptotic variance. Importantly, the conditions do not require the machine learning methods to converge to the true outcome distribution conditional on baseline variables, as long as they converge to some (possibly incorrect) limit. We conducted a simulation study to evaluate the performance of the aforementioned prediction methods in COVID-19 trials using longitudinal data from over 1,500 patients hospitalized with COVID-19 at Weill Cornell Medicine New York Presbyterian Hospital. We found that using l1-regularization led to estimators and corresponding hypothesis tests that control type 1 error and are more precise than an unadjusted estimator across all sample sizes tested. We also show that when covariates are not prognostic of the outcome, l1-regularization remains as precise as the unadjusted estimator, even at small sample sizes (n = 100). We give an R package adjrct that performs model-robust covariate adjustment for ordinal and time-to-event outcomes.
Quantitative empirical inquiry in international relations often relies on dyadic data. Standard analytic techniques do not account for the fact that dyads are not generally independent of one another. That is, when dyads share a constituent member (e.g., a common country), they may be statistically dependent, or "clustered." Recent work has developed dyadic clustering robust standard errors (DCRSEs) that account for this dependence. Using these DCRSEs, we reanalyzed all empirical articles published in International Organization between January 2014 and January 2020 that feature dyadic data. We find that published standard errors for key explanatory variables are, on average, approximately half as large as DCRSEs, suggesting that dyadic clustering is leading researchers to severely underestimate uncertainty. However, most (67% of) statistically significant findings remain statistically significant when using DCRSEs. We conclude that accounting for dyadic clustering is both important and feasible, and offer software in R and Stata to facilitate use of DCRSEs in future research.
Analyses of environmental phenomena often are concerned with understanding unlikely events such as floods, heatwaves, droughts or high concentrations of pollutants. Yet the majority of the causal inference literature has focused on modelling means, rather than (possibly high) quantiles. We define a general estimator of the population quantile treatment (or exposure) effects (QTE) -- the weighted QTE (WQTE) -- of which the population QTE is a special case, along with a general class of balancing weights incorporating the propensity score. Asymptotic properties of the proposed WQTE estimators are derived. We further propose and compare propensity score regression and two weighted methods based on these balancing weights to understand the causal effect of an exposure on quantiles, allowing for the exposure to be binary, discrete or continuous. Finite sample behavior of the three estimators is studied in simulation. The proposed methods are applied to data taken from the Bavarian Danube catchment area to estimate the 95% QTE of phosphorus on copper concentration in the river.
When interested in a time-to-event outcome, competing events that prevent the occurrence of the event of interest may be present. In the presence of competing events, various statistical estimands have been suggested for defining the causal effect of treatment on the event of interest. Depending on the estimand, the competing events are either accommodated or eliminated, resulting in causal effects with different interpretation. The former approach captures the total effect of treatment on the event of interest while the latter approach captures the direct effect of treatment on the event of interest that is not mediated by the competing event. Separable effects have also been defined for settings where the treatment effect can be partitioned into its effect on the event of interest and its effect on the competing event through different causal pathways. We outline various causal effects that may be of interest in the presence of competing events, including total, direct and separable effects, and describe how to obtain estimates using regression standardisation with the Stata command standsurv. Regression standardisation is applied by obtaining the average of individual estimates across all individuals in a study population after fitting a survival model. With standsurv several contrasts of interest can be calculated including differences, ratios and other user-defined functions. Confidence intervals can also be obtained using the delta method. Throughout we use an example analysing a publicly available dataset on prostate cancer to allow the reader to replicate the analysis and further explore the different effects of interest.
Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that most models are not intrinsically well calibrated, meaning that their decision scores are not consistent with posterior probabilities. Hence being able to calibrate these models, or enforce calibration while learning them, has regained interest in recent literature. In this context, properly assessing calibration is paramount to quantify new contributions tackling calibration. However, there is room for improvement for commonly used metrics and evaluation of calibration could benefit from deeper analyses. Thus this paper focuses on the empirical evaluation of calibration metrics in the context of classification. More specifically it evaluates different estimators of the Expected Calibration Error ($ECE$), amongst which legacy estimators and some novel ones, proposed in this paper. We build an empirical procedure to quantify the quality of these $ECE$ estimators, and use it to decide which estimator should be used in practice for different settings.
Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods include histograms and kernel density estimators. In this review paper, we are interested instead in the situation where the observations are generated by Monte Carlo simulation from a model. Then, one can take advantage of variance reduction methods such as stratification, conditional Monte Carlo, and randomized quasi-Monte Carlo (RQMC), and obtain a more accurate density estimator than with standard Monte Carlo for a given computing budget. We discuss several ways of doing this, proposed in recent papers, with a focus on methods that exploit RQMC. A first idea is to directly combine RQMC with a standard kernel density estimator. Another one is to adapt a simulation-based derivative estimation method such as smoothed perturbation analysis or the likelihood ratio method to obtain a continuous estimator of the cdf, whose derivative is an unbiased estimator of the density. This can then be combined with RQMC. We summarize recent theoretical results with these approaches and give numerical illustrations of how they improve the convergence of the mean square integrated error.
A fundamental goal of scientific research is to learn about causal relationships. However, despite its critical role in the life and social sciences, causality has not had the same importance in Natural Language Processing (NLP), which has traditionally placed more emphasis on predictive tasks. This distinction is beginning to fade, with an emerging area of interdisciplinary research at the convergence of causal inference and language processing. Still, research on causality in NLP remains scattered across domains without unified definitions, benchmark datasets and clear articulations of the remaining challenges. In this survey, we consolidate research across academic areas and situate it in the broader NLP landscape. We introduce the statistical challenge of estimating causal effects, encompassing settings where text is used as an outcome, treatment, or as a means to address confounding. In addition, we explore potential uses of causal inference to improve the performance, robustness, fairness, and interpretability of NLP models. We thus provide a unified overview of causal inference for the computational linguistics community.
Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the spread of the influence from these seeds, and it has been widely investigated in the past two decades. In the canonical setting, the whole social network as well as its diffusion parameters is given as input. In this paper, we consider the more realistic sampling setting where the network is unknown and we only have a set of passively observed cascades that record the set of activated nodes at each diffusion step. We study the task of influence maximization from these cascade samples (IMS), and present constant approximation algorithms for this task under mild conditions on the seed set distribution. To achieve the optimization goal, we also provide a novel solution to the network inference problem, that is, learning diffusion parameters and the network structure from the cascade data. Comparing with prior solutions, our network inference algorithm requires weaker assumptions and does not rely on maximum-likelihood estimation and convex programming. Our IMS algorithms enhance the learning-and-then-optimization approach by allowing a constant approximation ratio even when the diffusion parameters are hard to learn, and we do not need any assumption related to the network structure or diffusion parameters.
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing research direction owing to the large amount of available data and low budget requirement, compared with randomized controlled trials. Embraced with the rapidly developed machine learning area, various causal effect estimation methods for observational data have sprung up. In this survey, we provide a comprehensive review of causal inference methods under the potential outcome framework, one of the well known causal inference framework. The methods are divided into two categories depending on whether they require all three assumptions of the potential outcome framework or not. For each category, both the traditional statistical methods and the recent machine learning enhanced methods are discussed and compared. The plausible applications of these methods are also presented, including the applications in advertising, recommendation, medicine and so on. Moreover, the commonly used benchmark datasets as well as the open-source codes are also summarized, which facilitate researchers and practitioners to explore, evaluate and apply the causal inference methods.