An instrumental variable (IV) is a device that encourages units in a study to be exposed to a treatment. Under a set of key assumptions, a valid instrument allows for consistent estimation of treatment effects for compliers (those who are only exposed to treatment when encouraged to do so) even in the presence of unobserved confounders. Unfortunately, popular IV estimators can be unstable in studies with a small fraction of compliers. Here, we explore post-stratifying the data using variables that predict complier status (and, potentially, the outcome) to yield better estimation and inferential properties. We outline an estimator that is a weighted average of IV estimates within each stratum, weighing the stratum estimates by their estimated proportion of compliers. We then explore the benefits of post-stratification in terms of bias reduction, variance reduction, and improved standard error estimates, providing derivations that identify the direction of bias as a function of the relative means of the compliers and non-compliers. We also provide a finite-sample asymptotic formula for the variance of the post-stratified estimators. We demonstrate the relative performances of different IV approaches in simulations studies and discuss the advantages of our design-based post-stratification approach over incorporating compliance-predictive covariates into two-stage least squares regressions. In the end, we show covariates predictive of outcome can increase precision, but only if one is willing to make a bias-variance trade-off by down-weighting or dropping those strata with few compliers. Our methods are further exemplified in an application.
Discovering causal relations from observational data is important. The existence of unobserved variables (e.g. latent confounding or mediation) can mislead the causal identification. To overcome this problem, proximal causal discovery methods attempted to adjust for the bias via the proxy of the unobserved variable. Particularly, hypothesis test-based methods proposed to identify the causal edge by testing the induced violation of linearity. However, these methods only apply to discrete data with strict level constraints, which limits their practice in the real world. In this paper, we fix this problem by extending the proximal hypothesis test to cases where the system consists of continuous variables. Our strategy is to present regularity conditions on the conditional distributions of the observed variables given the hidden factor, such that if we discretize its observed proxy with sufficiently fine, finite bins, the involved discretization error can be effectively controlled. Based on this, we can convert the problem of testing continuous causal relations to that of testing discrete causal relations in each bin, which can be effectively solved with existing methods. These non-parametric regularities we present are mild and can be satisfied by a wide range of structural causal models. Using both simulated and real-world data, we show the effectiveness of our method in recovering causal relations when unobserved variables exist.
We propose a new Bayesian non-parametric (BNP) method for estimating the causal effects of mediation in the presence of a post-treatment confounder. We specify an enriched Dirichlet process mixture (EDPM) to model the joint distribution of the observed data (outcome, mediator, post-treatment confounders, treatment, and baseline confounders). The proposed BNP model allows more confounder-based clusters than clusters for the outcome and mediator. For identifiability, we use the extended version of the standard sequential ignorability as introduced in \citet{hong2022posttreatment}. The observed data model and causal identification assumptions enable us to estimate and identify the causal effects of mediation, $i.e.$, the natural direct effects (NDE), and indirect effects (NIE). We conduct simulation studies to assess the performance of our proposed method. Furthermore, we apply this approach to evaluate the causal mediation effect in the Rural LITE trial, demonstrating its practical utility in real-world scenarios. \keywords{Causal inference; Enriched Dirichlet process mixture model.}
Longitudinal processes are often associated with each other over time; therefore, it is important to investigate the associations among developmental processes and understand their joint development. The latent growth curve model (LGCM) with a time-varying covariate (TVC) provides a method to estimate the TVC's effect on a longitudinal outcome while simultaneously modeling the outcome's change. However, it does not allow the TVC to predict variations in the random growth coefficients. We propose decomposing the TVC's effect into initial trait and temporal states using three methods to address this limitation. In each method, the baseline of the TVC is viewed as an initial trait, and the corresponding effects are obtained by regressing random intercepts and slopes on the baseline value. Temporal states are characterized as (1) interval-specific slopes, (2) interval-specific changes, or (3) changes from the baseline at each measurement occasion, depending on the method. We demonstrate our methods through simulations and real-world data analyses, assuming a linear-linear functional form for the longitudinal outcome. The results demonstrate that LGCMs with a decomposed TVC can provide unbiased and precise estimates with target confidence intervals. We also provide OpenMx and Mplus 8 code for these methods with commonly used linear and nonlinear functions.
Tensor network (TN) is a powerful framework in machine learning, but selecting a good TN model, known as TN structure search (TN-SS), is a challenging and computationally intensive task. The recent approach TNLS~\cite{li2022permutation} showed promising results for this task, however, its computational efficiency is still unaffordable, requiring too many evaluations of the objective function. We propose TnALE, a new algorithm that updates each structure-related variable alternately by local enumeration, \emph{greatly} reducing the number of evaluations compared to TNLS. We theoretically investigate the descent steps for TNLS and TnALE, proving that both algorithms can achieve linear convergence up to a constant if a sufficient reduction of the objective is \emph{reached} in each neighborhood. We also compare the evaluation efficiency of TNLS and TnALE, revealing that $\Omega(2^N)$ evaluations are typically required in TNLS for \emph{reaching} the objective reduction in the neighborhood, while ideally $O(N^2R)$ evaluations are sufficient in TnALE, where $N$ denotes the tensor order and $R$ reflects the \emph{``low-rankness''} of the neighborhood. Experimental results verify that TnALE can find practically good TN-ranks and permutations with vastly fewer evaluations than the state-of-the-art algorithms.
Gun violence is a major problem in contemporary American society, with tens of thousands injured each year. However, relatively little is known about the effects on family members and how effects vary across subpopulations. To study these questions and, more generally, to address a gap in the causal inference literature, we present a framework for the study of effect modification or heterogeneous treatment effects in difference-in-differences designs. We implement a new matching technique, which combines profile matching and risk set matching, to (i) preserve the time alignment of covariates, exposure, and outcomes, avoiding pitfalls of other common approaches for difference-in-differences, and (ii) explicitly control biases due to imbalances in observed covariates in subgroups discovered from the data. Our case study shows significant and persistent effects of nonfatal firearm injuries on several health outcomes for those injured and on the mental health of their family members. Sensitivity analyses reveal that these results are moderately robust to unmeasured confounding bias. Finally, while the effects for those injured are modified largely by the severity of the injury and its documented intent, for families, effects are strongest for those whose relative's injury is documented as resulting from an assault, self-harm, or law enforcement intervention.
The imputation of missing values represents a significant obstacle for many real-world data analysis pipelines. Here, we focus on time series data and put forward SSSD, an imputation model that relies on two emerging technologies, (conditional) diffusion models as state-of-the-art generative models and structured state space models as internal model architecture, which are particularly suited to capture long-term dependencies in time series data. We demonstrate that SSSD matches or even exceeds state-of-the-art probabilistic imputation and forecasting performance on a broad range of data sets and different missingness scenarios, including the challenging blackout-missing scenarios, where prior approaches failed to provide meaningful results.
For clinical studies with continuous outcomes, when the data are potentially skewed, researchers may choose to report the whole or part of the five-number summary (the sample median, the first and third quartiles, and the minimum and maximum values) rather than the sample mean and standard deviation. In the recent literature, it is often suggested to transform the five-number summary back to the sample mean and standard deviation, which can be subsequently used in a meta-analysis. However, if a study contains skewed data, this transformation and hence the conclusions from the meta-analysis are unreliable. Therefore, we introduce a novel method for detecting the skewness of data using only the five-number summary and the sample size, and meanwhile propose a new flow chart to handle the skewed studies in a different manner. We further show by simulations that our skewness tests are able to control the type I error rates and provide good statistical power, followed by a simulated meta-analysis and a real data example that illustrate the usefulness of our new method in meta-analysis and evidence-based medicine.
Motivated by recent findings that within-subject (WS) visit-to-visit variabilities of longitudinal biomarkers can be strong risk factors for health outcomes, this paper introduces and examines a new joint model of a longitudinal biomarker with heterogeneous WS variability and competing risks time-to-event outcome. Specifically, our joint model consists of a linear mixed-effects multiple location-scale submodel for the individual mean trajectory and WS variability of the longitudinal biomarker and a semiparametric cause-specific Cox proportional hazards submodel for the competing risks survival outcome. The submodels are linked together via shared random effects. We derive an expectation-maximization algorithm for semiparametric maximum likelihood estimation and a profile-likelihood method for standard error estimation. We implement efficient computational algorithms that scales to biobank-scale data with tens of thousands of subjects. Our simulation results demonstrate that, in the presence of heterogeneous WS variability, the proposed method has superior performance for estimation, inference, and prediction, over the classical joint model with homogeneous WS variability. An application of our method to a Multi-Ethnic Study of Atherosclerosis (MESA) data reveals that there is substantial heterogeneity in systolic blood pressure (SBP) WS variability across MESA individuals and that SBP WS variability is an important predictor for heart failure and death, (independent of, or in addition to) the individual SBP mean level. Furthermore, by accounting for both the mean trajectory and WS variability of SBP, our method leads to a more accurate dynamic prediction model for heart failure or death. A user-friendly R package \textbf{JMH} is developed and publicly available at \url{//github.com/shanpengli/JMH}.
We study the implicit bias of gradient flow on linear equivariant steerable networks in group-invariant binary classification. Our findings reveal that the parameterized predictor converges in direction to the unique group-invariant classifier with a maximum margin defined by the input group action. Under a unitary assumption on the input representation, we establish the equivalence between steerable networks and data augmentation. Furthermore, we demonstrate the improved margin and generalization bound of steerable networks over their non-invariant counterparts.
Grade of Membership (GoM) models are popular individual-level mixture models for multivariate categorical data. GoM allows each subject to have mixed memberships in multiple extreme latent profiles. Therefore GoM models have a richer modeling capacity than latent class models that restrict each subject to belong to a single profile. The flexibility of GoM comes at the cost of more challenging identifiability and estimation problems. In this work, we propose a singular value decomposition (SVD) based spectral approach to GoM analysis with multivariate binary responses. Our approach hinges on the observation that the expectation of the data matrix has a low-rank decomposition under a GoM model. For identifiability, we develop sufficient and almost necessary conditions for a notion of expectation identifiability. For estimation, we extract only a few leading singular vectors of the observed data matrix, and exploit the simplex geometry of these vectors to estimate the mixed membership scores and other parameters. Our spectral method has a huge computational advantage over Bayesian or likelihood-based methods and is scalable to large-scale and high-dimensional data. Extensive simulation studies demonstrate the superior efficiency and accuracy of our method. We also illustrate our method by applying it to a personality test dataset.