论文标题
在本金的无知性下对因果效应的强大估计
Multiply robust estimation of causal effects under principal ignorability
论文作者
论文摘要
因果推论不仅涉及治疗对结果的平均影响,而且还涉及通过感兴趣的中间变量的基本机制。主分层通过靶向主要分层中的亚组因果效应来表征这种机制,这些因素是由中间变量的关节势值定义的。由于因果推断的基本问题,主要地层本质上是潜在的,因此在其中识别和估计其中的亚组效应的挑战。一系列研究利用了主要的无知性假设,即潜在主地层是平均与观察到的协变量对潜在结果调节的无关。在主要的无知性下,我们在观察性研究中为主要层中因果效应提供了各种非参数鉴定公式,这些公式激励估计依赖观察到的数据分布不同部分的正确规格。适当组合这些估计器可产生三重稳健的估计量,从而在主要地层内的因果效应。如果正确指定了两种处理,中间变量和结果模型,并且如果正确指定了所有三个模型,则这些三重稳定的估计器是一致的,而且它们在本地效率。我们表明,这些估计值自然来自半参数理论中的有效影响函数,或者是调查抽样理论中模型辅助估计量。我们根据模拟的有限样本性能评估了不同的估计量,并将其应用于两项观察性研究。
Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting subgroup causal effects within principal strata, which are defined by the joint potential values of an intermediate variable. Due to the fundamental problem of causal inference, principal strata are inherently latent, rendering it challenging to identify and estimate subgroup effects within them. A line of research leverages the principal ignorability assumption that the latent principal strata are mean independent of the potential outcomes conditioning on the observed covariates. Under principal ignorability, we derive various nonparametric identification formulas for causal effects within principal strata in observational studies, which motivate estimators relying on the correct specifications of different parts of the observed-data distribution. Appropriately combining these estimators yields triply robust estimators for the causal effects within principal strata. These triply robust estimators are consistent if two of the treatment, intermediate variable, and outcome models are correctly specified, and moreover, they are locally efficient if all three models are correctly specified. We show that these estimators arise naturally from either the efficient influence functions in the semiparametric theory or the model-assisted estimators in the survey sampling theory. We evaluate different estimators based on their finite-sample performance through simulation and apply them to two observational studies.