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arXiv 1701.04093stat.ME
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双稳健因果推断的贝叶斯观点

A Bayesian view of doubly robust causal inference

Olli Saarela, Léo R. Belzile, David A. Stephens

摘要:

在因果推断中,混杂可以通过结果模型中的回归调整或通过倾向得分调整或治疗加权的逆概率或两者来控制。后者的方法,这是基于建模的治疗分配机制和他们的双重强大的扩展已经很难激励使用正式的贝叶斯参数,在原则上,基于似然性的推断,治疗分配模型可以发挥任何作用的推断有关的预期结果,如果模型被假定为正确指定。另一方面,通过允许错误指定结果和治疗分配模型来强制结果和治疗分配模型之间的依赖性,导致倾向得分的平衡属性的损失和任何双重稳健性的损失。在本文中,我们解释的框架中的错误指定的模型,为什么双重强大的推理不能产生纯粹的基于似然的参数,并通过模拟证明这一点。作为一种替代贝叶斯倾向得分分析,我们提出了一个贝叶斯后验预测方法构建双重稳健估计程序。我们的方法通过将贝叶斯因果推断中的逆治疗分配概率作为蒙特卡罗积分中的重要性抽样权重,适当地简化了结果和治疗分配模型。

英文摘要:

In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatment weighting, or both. The latter approaches, which are based on modelling of the treatment assignment mechanism and their doubly robust extensions have been difficult to motivate using formal Bayesian arguments, in principle, for likelihood-based inferences, the treatment assignment model can play no part in inferences concerning the expected outcomes if the models are assumed to be correctly specified. On the other hand, forcing dependency between the outcome and treatment assignment models by allowing the former to be misspecified results in loss of the balancing property of the propensity scores and the loss of any double robustness. In this paper, we explain in the framework of misspecified models why doubly robust inferences cannot arise from purely likelihood-based arguments, and demonstrate this through simulations. As an alternative to Bayesian propensity score analysis, we propose a Bayesian posterior predictive approach for constructing doubly robust estimation procedures. Our approach appropriately decouples the outcome and treatment assignment models by incorporating the inverse treatment assignment probabilities in Bayesian causal inferences as importance sampling weights in Monte Carlo integration.

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