论文标题

一种用于估计因果分解效应的贝叶斯半参数方法

A Bayesian Semiparametric Method For Estimating Causal Quantile Effects

论文作者

Xu, Steven G., Yang, Shu, Reich, Brian J.

论文摘要

标准因果推断是通过平均值来表征治疗效应的,但反事实分布不仅在中心趋势中也可能有所不同,而且散布和形状也有所不同。为了提供对治疗效果的全面评估,我们专注于估计分位数治疗效应(QTE)。现有的方法,该方法将累积分布函数的非平滑估计器禁止推断概率密度函数(PDFS),但PDF可以揭示反事实分布的更细微的特征。我们采用半参数条件分布回归模型,该模型允许对任何反事实分布的功能(包括PDF和多个QTE)进行推断。为了说明数据的观察性质并确保有效的模型,我们调整了双平衡分数,从而增加了与单个协变量的倾向得分。我们提供一个贝叶斯估计框架,可适当地传播建模不确定性。我们通过模拟表明,使用双平衡分数用于混淆调整可以改善单独调整任何单个分数的性能,并且与其他半参数方法相比,提出的半参数模型估计QTES QTES QTES更准确。我们将提出的方法应用于北卡罗来纳州的出生体重数据集,以分析孕产妇对婴儿出生体重的影响。

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of treatment effects, we focus on estimating quantile treatment effects (QTEs). Existing methods that invert a nonsmooth estimator of the cumulative distribution functions forbid inference on probability density functions (PDFs), but PDFs can reveal more nuanced characteristics of the counterfactual distributions. We adopt a semiparametric conditional distribution regression model that allows inference on any functionals of counterfactual distributions, including PDFs and multiple QTEs. To account for the observational nature of the data and ensure an efficient model, we adjust for a double balancing score that augments the propensity score with individual covariates. We provide a Bayesian estimation framework that appropriately propagates modeling uncertainty. We show via simulations that the use of double balancing score for confounding adjustment improves performance over adjusting for any single score alone, and the proposed semiparametric model estimates QTEs more accurately than other semiparametric methods. We apply the proposed method to the North Carolina birth weight dataset to analyze the effect of maternal smoking on infant's birth weight.

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