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对假设进行压力测试:因果推断中贝叶斯敏感性分析的指南

Stress-Testing Assumptions: A Guide to Bayesian Sensitivity Analyses in Causal Inference

Brown University(布朗大学)

Arman Oganisian

AI总结:

本文介绍贝叶斯敏感性分析在因果推断中的应用,通过四个案例展示如何统一使用贝叶斯方法处理暴露误分类、未测量混杂因素及缺失数据问题,并提供Stan软件的实现指导。

摘要:

尽管观察性数据被广泛用于估计生物医学治疗的因果效应,但这样做需要特殊的方法来调整观察到的混杂因素。这些方法不可避免地依赖于无法测试的统计和因果识别假设。当这些假设不成立时,可以使用敏感性分析方法来表征不同违反可能如何改变我们的推断。在因果推断中的贝叶斯敏感性分析方法具有独特的优势,因为它允许用户通过先验分布编码关于假设违反方向和幅度的主观信念,并使用更新后的后验进行推断。然而,这些方法的采用率仍然较低,因为实施需要大量的方法学知识。此外,尽管可以使用公开可用的软件进行实施,但过程并不直观。同时,很少有论文提供在这方面的实际指导。在本文中,我们通过四个贝叶斯敏感性分析的例子进行讲解:1)暴露误分类,2)未测量的混杂因素,以及缺失不是随机的结局与3)参数和4)非参数贝叶斯模型。我们展示了如何使用统一的贝叶斯“缺失数据”方法完成所有这些任务。我们还涵盖了使用Stan进行实施,Stan是一种公开可用的开源软件,用于拟合贝叶斯模型。据我们所知,这是第一篇提出统一方法并提供代码、示例和方法的论文,通过三方面的示例展示了贝叶斯因果推断中的敏感性分析。我们的目标是让读者带走实施层面的知识。

英文摘要:

While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal identification assumptions. When these assumptions do not hold, sensitivity analysis methods can be used to characterize how different violations may change our inferences. The Bayesian approach to sensitivity analyses in causal inference has unique advantages as it allows users to encode subjective beliefs about the direction and magnitude of assumption violations via prior distributions and make inferences using the updated posterior. However, uptake of these methods remains low since implementation requires substantial methodological knowledge. Moreover, while implementation with publicly available software is possible, it is not straight-forward. At the same time, there are few papers that provide practical guidance on these fronts. In this paper, we walk through four examples of Bayesian sensitivity analyses: 1) exposure misclassification, 2) unmeasured confounding, and missing not-at-random outcomes with 3) parametric and 4) nonparametric Bayesian models. We show how all of these can be done using a unified Bayesian "missing data" approach. We also cover implementation using Stan, a publicly available open-source software for fitting Bayesian models. To the best of our knowledge, this is the first paper that presents a unified approach with code, examples, and methodology in a three-pronged illustration of sensitivity analyses in Bayesian causal inference. Our goal is for the reader to walk away with implementation-level knowledge.

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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