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arXiv 2201.08343stat.MEstat.ML
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在联合分析中使用机器学习检验因果假设

Using Machine Learning to Test Causal Hypotheses in Conjoint Analysis

Dae Woong Ham, Kosuke Imai, Lucas Janson

AI总结:

提出基于条件随机化检验的假设检验方法,结合机器学习算法,在无需模型假设下判断联合分析中因素是否对决策有影响,并验证其有效性与扩展性。

摘要:

联合分析是一种用于测量多维偏好的流行实验设计。研究人员通过在控制其他相关因素的同时改变感兴趣的因素,来考察其如何影响决策。目前,分析联合分析实验数据存在两种方法论途径。第一种侧重于在平均其他因素的情况下,估计每个因素的平均边际效应。尽管这允许直接进行基于设计的估计,但结果严重依赖于其他因素的分布以及交互效应是如何聚合的。另一种基于模型的方法可以计算各种感兴趣的量,但要求研究人员正确设定模型,这对于具有许多因素和可能交互的联合分析来说是一项具有挑战性的任务。此外,常用的逻辑回归在包含交互项时,即使在中等数量的因素下也表现出较差的统计特性。我们提出了一种基于条件随机化检验的新假设检验方法,以回答联合分析中最根本的问题:给定其他因素,感兴趣的因素是否以任何方式起作用?我们的方法仅基于因素的随机化,因此不受假设约束。然而,它允许研究人员使用任何检验统计量,包括基于复杂机器学习算法的统计量。结果,我们能够结合现有基于设计和基于模型方法的优点。我们通过对移民偏好和政治候选人评估的联合分析来说明所提出的方法。我们还扩展了所提出的方法,以检验联合分析中常用的正则性假设。提供了一个开源软件包来实现所提出的方法。

英文摘要:

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently, there exist two methodological approaches to analyzing data from a conjoint experiment. The first focuses on estimating the average marginal effects of each factor while averaging over the other factors. Although this allows for straightforward design-based estimation, the results critically depend on the distribution of other factors and how interaction effects are aggregated. An alternative model-based approach can compute various quantities of interest, but requires researchers to correctly specify the model, a challenging task for conjoint analysis with many factors and possible interactions. In addition, a commonly used logistic regression has poor statistical properties even with a moderate number of factors when incorporating interactions. We propose a new hypothesis testing approach based on the conditional randomization test to answer the most fundamental question of conjoint analysis: Does a factor of interest matter in any way given the other factors? Our methodology is solely based on the randomization of factors, and hence is free from assumptions. Yet, it allows researchers to use any test statistic, including those based on complex machine learning algorithms. As a result, we are able to combine the strengths of the existing design-based and model-based approaches. We illustrate the proposed methodology through conjoint analysis of immigration preferences and political candidate evaluation. We also extend the proposed approach to test for regularity assumptions commonly used in conjoint analysis. An open-source software package is available for implementing the proposed methodology.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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