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.
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Graphical causal models led to the development of complete non-parametric identification theory in arbitrary structured systems, and general approaches to efficient inference. Nevertheless, graphical approaches to causal inference have not been embraced by the statistics and public health communities. In those communities causal assumptions are instead expressed in terms of potential outcomes, or responses to hypothetical interventions. Such interventions are generally conceptualized only on a limited set of variables, where the corresponding experiment could, in principle, be performed. By contrast, graphical approaches to causal inference generally assume interventions on all variables are well defined - an overly restrictive and unrealistic assumption that may have limited the adoption of these approaches in applied work in statistics and public health. In this paper, we build on a unification of graphical and potential outcomes approaches to causality exemplified by Single World Intervention Graphs (SWIGs) to define graphical models with a restricted set of allowed interventions. We give a complete identification theory for such models, and develop a complete calculus of interventions based on a generalization of the do-calculus, and axioms that govern probabilistic operations on Markov kernels. A corollary of our results is a complete identification theory for causal effects in another graphical framework with a restricted set of interventions, the decision theoretic graphical formulation of causality.
Population adjustment methods such as matching-adjusted indirect comparison (MAIC) are increasingly used to compare marginal treatment effects when there are cross-trial differences in effect modifiers and limited patient-level data. MAIC is based on propensity score weighting, which is sensitive to poor covariate overlap and cannot extrapolate beyond the observed covariate space. Current outcome regression-based alternatives can extrapolate but target a conditional treatment effect that is incompatible in the indirect comparison. When adjusting for covariates, one must integrate or average the conditional estimate over the relevant population to recover a compatible marginal treatment effect. We propose a marginalization method based parametric G-computation that can be easily applied where the outcome regression is a generalized linear model or a Cox model. The approach views the covariate adjustment regression as a nuisance model and separates its estimation from the evaluation of the marginal treatment effect of interest. The method can accommodate a Bayesian statistical framework, which naturally integrates the analysis into a probabilistic framework. A simulation study provides proof-of-principle and benchmarks the method's performance against MAIC and the conventional outcome regression. Parametric G-computation achieves more precise and more accurate estimates than MAIC, particularly when covariate overlap is poor, and yields unbiased marginal treatment effect estimates under no failures of assumptions. Furthermore, the marginalized covariate-adjusted estimates provide greater precision and accuracy than the conditional estimates produced by the conventional outcome regression, which are systematically biased because the measure of effect is non-collapsible.
Population adjustment methods such as matching-adjusted indirect comparison (MAIC) are increasingly used to compare marginal treatment effects when there are cross-trial differences in effect modifiers and limited patient-level data. MAIC is sensitive to poor covariate overlap and cannot extrapolate beyond the observed covariate space. Current outcome regression-based alternatives can extrapolate but target a conditional treatment effect that is incompatible in the indirect comparison. When adjusting for covariates, one must integrate or average the conditional estimate over the population of interest to recover a compatible marginal treatment effect. We propose a marginalization method based on parametric G-computation that can be easily applied where the outcome regression is a generalized linear model or a Cox model. In addition, we introduce a novel general-purpose method based on multiple imputation, which we term multiple imputation marginalization (MIM) and is applicable to a wide range of models. Both methods can accommodate a Bayesian statistical framework, which naturally integrates the analysis into a probabilistic framework. A simulation study provides proof-of-principle for the methods and benchmarks their performance against MAIC and the conventional outcome regression. The marginalized outcome regression approaches achieve more precise and more accurate estimates than MAIC, particularly when covariate overlap is poor, and yield unbiased marginal treatment effect estimates under no failures of assumptions. Furthermore, the marginalized covariate-adjusted estimates provide greater precision and accuracy than the conditional estimates produced by the conventional outcome regression, which are systematically biased because the measure of effect is non-collapsible.
The idea of covariate balance is at the core of causal inference. Inverse propensity weights play a central role because they are the unique set of weights that balance the covariate distributions of different treatment groups. We discuss two broad approaches to estimating these weights: the more traditional one, which fits a propensity score model and then uses the reciprocal of the estimated propensity score to construct weights, and the balancing approach, which estimates the inverse propensity weights essentially by the method of moments, finding weights that achieve balance in the sample. We review ideas from the causal inference, sample surveys, and semiparametric estimation literatures, with particular attention to the role of balance as a sufficient condition for robust inference. We focus on the inverse propensity weighting and augmented inverse propensity weighting estimators for the average treatment effect given strong ignorability and consider generalizations for a broader class of problems including policy evaluation and the estimation of individualized treatment effects.
Quantile (and, more generally, KL) regret bounds, such as those achieved by NormalHedge (Chaudhuri, Freund, and Hsu 2009) and its variants, relax the goal of competing against the best individual expert to only competing against a majority of experts on adversarial data. More recently, the semi-adversarial paradigm (Bilodeau, Negrea, and Roy 2020) provides an alternative relaxation of adversarial online learning by considering data that may be neither fully adversarial nor stochastic (i.i.d.). We achieve the minimax optimal regret in both paradigms using FTRL with separate, novel, root-logarithmic regularizers, both of which can be interpreted as yielding variants of NormalHedge. We extend existing KL regret upper bounds, which hold uniformly over target distributions, to possibly uncountable expert classes with arbitrary priors; provide the first full-information lower bounds for quantile regret on finite expert classes (which are tight); and provide an adaptively minimax optimal algorithm for the semi-adversarial paradigm that adapts to the true, unknown constraint faster, leading to uniformly improved regret bounds over existing methods.
We address the estimation of conditional average treatment effects (CATEs) for structured treatments (e.g., graphs, images, texts). Given a weak condition on the effect, we propose the generalized Robinson decomposition, which (i) isolates the causal estimand (reducing regularization bias), (ii) allows one to plug in arbitrary models for learning, and (iii) possesses a quasi-oracle convergence guarantee under mild assumptions. In experiments with small-world and molecular graphs we demonstrate that our approach outperforms prior work in CATE estimation.
The semiparametric estimation approach, which includes inverse-probability-weighted and doubly robust estimation using propensity scores, is a standard tool for marginal structural models basically used in causal inference, and is rapidly being extended and generalized in various directions. On the other hand, although model selection is indispensable in statistical analysis, information criterion for selecting an appropriate marginal structure has just started to be developed. In this paper, based on the original idea of the information criterion, we derive an AIC-type criterion. We define a risk function based on the Kullback-Leibler divergence as the cornerstone of the information criterion, and treat a general causal inference model that is not necessarily of the type represented as a linear model. The causal effects to be estimated are those in the general population, such as the average treatment effect on the treated or the average treatment effect on the untreated. In light of the fact that doubly robust estimation, which allows either the model of the assignment variable or the model of the outcome variable to be wrong, is attached importance in this field, we will make the information criterion itself doubly robust, so that either one of the two can be wrong and still be a mathematically valid criterion.
We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been well studied in the recent machine learning literature, their combination -- albeit of high practical relevance -- has received considerably less attention. With the ultimate goal of reliably estimating the effects of treatments on instantaneous risk and survival probabilities, we focus on the problem of learning (discrete-time) treatment-specific conditional hazard functions. We find that unique challenges arise in this context due to a variety of covariate shift issues that go beyond a mere combination of well-studied confounding and censoring biases. We theoretically analyse their effects by adapting recent generalization bounds from domain adaptation and treatment effect estimation to our setting and discuss implications for model design. We use the resulting insights to propose a novel deep learning method for treatment-specific hazard estimation based on balancing representations. We investigate performance across a range of experimental settings and empirically confirm that our method outperforms baselines by addressing covariate shifts from various sources.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
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.
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