论文标题
逻辑的双重/辩护机器学习部分线性模型
Double/Debiased Machine Learning for Logistic Partially Linear Model
论文作者
论文摘要
我们提出了双重/依据的机器学习方法,以(以参数速率)推断出逻辑上线性模型的参数成分,其部分线性模型具有二进制响应,该响应是在某些密钥(暴露)的低维线性参数函数的条件逻辑模型之后的参数(暴露)协变量和非参数函数,以调节其他convariates的混杂效应。我们考虑一个由两个滋扰函数组成的Neyman正交(双重稳健)得分方程:Logistic模型中的非参数分量和其他协变量对曝光的条件平均值以及固定的响应。为了估计滋扰模型,我们分别考虑使用高维(HD)稀疏参数模型和更通用的(通常是非参数)机器学习(ML)方法。在HD情况下,我们得出了某些力矩方程来校准滋扰模型的一阶偏差,并授予我们的方法,即使我们的估计器达到至少一个滋扰模型,并且两个都正确地指定了估计器,并且两个都是超较高的。在ML情况下,Logit链接的非线性使其比部分线性设置更难使用,以使用任意条件平均学习算法来估计Logistic模型的滋扰成分。我们通过一个新颖的完整模型改装过程来应对这一障碍,该过程易于实施,并促进在我们的框架中使用非参数ML算法。与Chernozhukov等人相同的意义上,我们的ML估计器具有双重稳定性。 (2018a)。我们通过模拟研究评估我们的方法,并将其应用于2008年智利政策改革的紧急避孕药(EC)药丸对早期妊娠胎儿的影响(Bentancor and Clarke,2017年)。
We propose double/debiased machine learning approaches to infer (at the parametric rate) the parametric component of a logistic partially linear model with the binary response following a conditional logistic model of a low dimensional linear parametric function of some key (exposure) covariates and a nonparametric function adjusting for the confounding effect of other covariates. We consider a Neyman orthogonal (doubly robust) score equation consisting of two nuisance functions: nonparametric component in the logistic model and conditional mean of the exposure on the other covariates and with the response fixed. To estimate the nuisance models, we separately consider the use of high dimensional (HD) sparse parametric models and more general (typically nonparametric) machine learning (ML) methods. In the HD case, we derive certain moment equations to calibrate the first-order bias of the nuisance models and grant our method a model double robustness property in the sense that our estimator achieves the desirable rate when at least one of the nuisance models is correctly specified and both of them are ultra-sparse. In the ML case, the non-linearity of the logit link makes it substantially harder than the partially linear setting to use an arbitrary conditional mean learning algorithm to estimate the nuisance component of the logistic model. We handle this obstacle through a novel full model refitting procedure that is easy-to-implement and facilitates the use of nonparametric ML algorithms in our framework. Our ML estimator is rate doubly robust in the same sense as Chernozhukov et al. (2018a). We evaluate our methods through simulation studies and apply them in assessing the effect of emergency contraceptive (EC) pill on early gestation foetal with a policy reform in Chile in 2008 (Bentancor and Clarke, 2017).