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arXiv 2202.04208stat.MEcs.LGecon.EM
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验证因果推断方法

Validating Causal Inference Methods

Duke University(杜克大学);University of Pennsylvania(宾夕法尼亚大学)

Harsh Parikh, Carlos Varjao, Louise Xu, Eric Tchetgen Tchetgen

摘要:

得出因果推断的根本挑战是,任何单位都不能完全观察到反事实结果。此外,在观察性研究中,治疗分配可能受到混淆。许多统计方法已经出现了因果推断在unconfoundedness条件下的治疗前的协变量,包括倾向得分为基础的方法,预后评分为基础的方法,和双稳健的方法。不幸的是,对于应用研究人员来说,没有一种“一刀切”的因果方法可以普遍地发挥最佳作用。在实践中,因果关系的方法主要是定量评估手工模拟数据。这种数据生成程序的价值可能有限,因为它们通常是程式化的现实模型。它们被简化以便于处理,并且缺乏真实世界数据的复杂性。对于应用研究人员来说,了解一种方法对手头数据的表现如何至关重要。我们的工作引入了一个基于深度生成模型的框架Credence来验证因果推断方法。该框架的新颖性源于它能够生成锚定在所观察样本的经验分布上的合成数据,因此实际上与后者无法区分。该方法允许用户指定地面真理的形式和因果关系的影响和混淆偏差的大小作为协变量的函数。因此,模拟数据集被用来评估各种因果估计方法的潜在性能时,适用于类似于观察到的样本的数据。我们证明了Credence的能力,准确地评估因果估计技术的相对性能,在广泛的模拟研究和两个现实世界的数据应用Lalonde和项目STAR研究。

英文摘要:

The fundamental challenge of drawing causal inference is that counterfactual outcomes are not fully observed for any unit. Furthermore, in observational studies, treatment assignment is likely to be confounded. Many statistical methods have emerged for causal inference under unconfoundedness conditions given pre-treatment covariates, including propensity score-based methods, prognostic score-based methods, and doubly robust methods. Unfortunately for applied researchers, there is no `one-size-fits-all' causal method that can perform optimally universally. In practice, causal methods are primarily evaluated quantitatively on handcrafted simulated data. Such data-generative procedures can be of limited value because they are typically stylized models of reality. They are simplified for tractability and lack the complexities of real-world data. For applied researchers, it is critical to understand how well a method performs for the data at hand. Our work introduces a deep generative model-based framework, Credence, to validate causal inference methods. The framework's novelty stems from its ability to generate synthetic data anchored at the empirical distribution for the observed sample, and therefore virtually indistinguishable from the latter. The approach allows the user to specify ground truth for the form and magnitude of causal effects and confounding bias as functions of covariates. Thus simulated data sets are used to evaluate the potential performance of various causal estimation methods when applied to data similar to the observed sample. We demonstrate Credence's ability to accurately assess the relative performance of causal estimation techniques in an extensive simulation study and two real-world data applications from Lalonde and Project STAR studies.

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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