论文标题

根据广义倾向评分有效估计改良的治疗策略效应

Efficient estimation of modified treatment policy effects based on the generalized propensity score

论文作者

Hejazi, Nima S., Benkeser, David, Díaz, Iván, van der Laan, Mark J.

论文摘要

连续治疗对因果推论提出了重大挑战,无论是在科学上有意义的效果的制定和鉴定方面及其强大的估计。传统上,将重点放在适用于二元或分类级别的技术上,允许相对容易地应用基于倾向得分的方法。适应连续处理的努力引入了广义倾向得分,但这种滋扰参数的估计值通常利用参数回归策略,这些策略急剧限制了因果效应参数的反概率加权估计值的鲁棒性和效率。我们基于非参数函数估计器制定并研究了广义倾向得分的新颖,灵活的估计器,该估计值可证明以合理的快速速率收敛到目标功能,从而促进统计推断。使用该估计值,我们证明了针对连续处理的一类因果效应估计的非参数反向加权估计量的构建。为了确保我们提出的估计器的渐近效率,我们概述了几种非限制性选择程序,用于利用筛估计框架来实现广义倾向得分的平滑估计器。我们提供了这种反概率加权估计器的首次表征,这些估计量达到了与连续处理的环境结合的非参数效率,这在数值实验中证明了这一点。我们通过得出和数值检查非参数模型中相应有效影响函数的二阶剩余时间来进一步评估我们提出的估计器的高阶效率。简要讨论了实施我们提出的估计技术的开源软件,即Haldensify R软件包。

Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on techniques applicable to binary or categorical treatments with few levels, allowing for the application of propensity score-based methodology with relative ease. Efforts to accommodate continuous treatments introduced the generalized propensity score, yet estimators of this nuisance parameter commonly utilize parametric regression strategies that sharply limit the robustness and efficiency of inverse probability weighted estimators of causal effect parameters. We formulate and investigate a novel, flexible estimator of the generalized propensity score based on a nonparametric function estimator that provably converges at a suitably fast rate to the target functional so as to facilitate statistical inference. With this estimator, we demonstrate the construction of nonparametric inverse probability weighted estimators of a class of causal effect estimands tailored to continuous treatments. To ensure the asymptotic efficiency of our proposed estimators, we outline several non-restrictive selection procedures for utilizing a sieve estimation framework to undersmooth estimators of the generalized propensity score. We provide the first characterization of such inverse probability weighted estimators achieving the nonparametric efficiency bound in a setting with continuous treatments, demonstrating this in numerical experiments. We further evaluate the higher-order efficiency of our proposed estimators by deriving and numerically examining the second-order remainder of the corresponding efficient influence function in the nonparametric model. Open source software implementing our proposed estimation techniques, the haldensify R package, is briefly discussed.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源