No Arabic abstract
When drawing causal inference from observational data, there is always concern about unmeasured confounding. One way to tackle this is to conduct a sensitivity analysis. One widely-used sensitivity analysis framework hypothesizes the existence of a scalar unmeasured confounder U and asks how the causal conclusion would change were U measured and included in the primary analysis. Works along this line often make various parametric assumptions on U, for the sake of mathematical and computational simplicity. In this article, we substantively further this line of research by developing a valid sensitivity analysis that leaves the distribution of U unrestricted. Our semiparametric estimator has three desirable features compared to many existing methods in the literature. First, our method allows for a larger and more flexible family of models, and mitigates observable implications (Franks et al., 2019). Second, our methods work seamlessly with any primary analysis that models the outcome regression parametrically. Third, our method is easy to use and interpret. We construct both pointwise confidence intervals and confidence bands that are uniformly valid over a given sensitivity parameter space, thus formally accounting for unknown sensitivity parameters. We apply our proposed method on an influential yet controversial study of the causal relationship between war experiences and political activeness using observational data from Uganda.
Establishing cause-effect relationships from observational data often relies on untestable assumptions. It is crucial to know whether, and to what extent, the conclusions drawn from non-experimental studies are robust to potential unmeasured confounding. In this paper, we focus on the average causal effect (ACE) as our target of inference. We build on the work of Franks et al. (2019)and Robins (2000) by specifying non-identified sensitivity parameters that govern a contrast between the conditional (on measured covariates) distributions of the outcome under treatment (control) between treated and untreated individuals. We use semiparametric theory to derive the non-parametric efficient influence function of the ACE, for fixed sensitivity parameters. We use this influence function to construct a one-step bias-corrected estimator of the ACE. Our estimator depends on semiparametric models for the distribution of the observed data; importantly, these models do not impose any restrictions on the values of sensitivity analysis parameters. We establish sufficient conditions ensuring that our estimator has root-n asymptotics. We use our methodology to evaluate the causal effect of smoking during pregnancy on birth weight. We also evaluate the performance of estimation procedure in a simulation study.
Based on the theory of reproducing kernel Hilbert space (RKHS) and semiparametric method, we propose a new approach to nonlinear dimension reduction. The method extends the semiparametric method into a more generalized domain where both the interested parameters and nuisance parameters to be infinite dimensional. By casting the nonlinear dimensional reduction problem in a generalized semiparametric framework, we calculate the orthogonal complement space of generalized nuisance tangent space to derive the estimating equation. Solving the estimating equation by the theory of RKHS and regularization, we obtain the estimation of dimension reduction directions of the sufficient dimension reduction (SDR) subspace and also show the asymptotic property of estimator. Furthermore, the proposed method does not rely on the linearity condition and constant variance condition. Simulation and real data studies are conducted to demonstrate the finite sample performance of our method in comparison with several existing methods.
In this paper, a Bayesian semiparametric copula approach is used to model the underlying multivariate distribution $F_{true}$. First, the Dirichlet process is constructed on the unknown marginal distributions of $F_{true}$. Then a Gaussian copula model is utilized to capture the dependence structure of $F_{true}$. As a result, a Bayesian multivariate normality test is developed by combining the relative belief ratio and the Energy distance. Several interesting theoretical results of the approach are derived. Finally, through several simulated examples and a real data set, the proposed approach reveals excellent performance.
There is a fast-growing literature on estimating optimal treatment regimes based on randomized trials or observational studies under a key identifying condition of no unmeasured confounding. Because confounding by unmeasured factors cannot generally be ruled out with certainty in observational studies or randomized trials subject to noncompliance, we propose a general instrumental variable approach to learning optimal treatment regimes under endogeneity. Specifically, we establish identification of both value function $E[Y_{mathcal{D}(L)}]$ for a given regime $mathcal{D}$ and optimal regimes $text{argmax}_{mathcal{D}} E[Y_{mathcal{D}(L)}]$ with the aid of a binary instrumental variable, when no unmeasured confounding fails to hold. We also construct novel multiply robust classification-based estimators. Furthermore, we propose to identify and estimate optimal treatment regimes among those who would comply to the assigned treatment under a standard monotonicity assumption. In this latter case, we establish the somewhat surprising result that complier optimal regimes can be consistently estimated without directly collecting compliance information and therefore without the complier average treatment effect itself being identified. Our approach is illustrated via extensive simulation studies and a data application on the effect of child rearing on labor participation.
The cyclical and heterogeneous nature of many substance use disorders highlights the need to adapt the type or the dose of treatment to accommodate the specific and changing needs of individuals. The Adaptive Treatment for Alcohol and Cocaine Dependence study (ENGAGE) is a multi-stage randomized trial that aimed to provide longitudinal data for constructing treatment strategies to improve patients engagement in therapy. However, the high rate of noncompliance and lack of analytic tools to account for noncompliance have impeded researchers from using the data to achieve the main goal of the trial. We overcome this issue by defining our target parameter as the mean outcome under different treatment strategies for given potential compliance strata and propose a Bayesian semiparametric model to estimate this quantity. While it adds substantial complexities to the analysis, one important feature of our work is that we consider partial rather than binary compliance classes which is more relevant in longitudinal studies. We assess the performance of our method through comprehensive simulation studies. We illustrate its application on the ENGAGE study and demonstrate that the optimal treatment strategy depends on compliance strata.