论文标题

无障碍校准用于广义瓦哈卡瓶估计器

No-harm calibration for generalized Oaxaca-Blinder estimators

论文作者

Cohen, Peter L., Fogarty, Colin B.

论文摘要

在随机实验中,提出估计治疗效果的一种改善渐近效率的方法时,调整观察到的特征。但是,只证明线性回归可以估算平均治疗效果,而无需处理的均值效率,而不论真正的数据生成过程如何,在手段中的效率不低。随机治疗分配提供了这种“无障碍”属性,既没有线性模型的真相,也没有针对结果的生成模型。我们提出了一种一般的校准方法,该方法将相同的无伤害性质赋予了估计器,以利用广泛的非线性模型。当使用普通最小二乘时,这将恢复通常的回归调整估计量,并使用诸如Logistic和Poisson回归之类的方法进一步提供非内部治疗效应估计器。所得估计量不属于均值估计量的差异和尚未进行校准的治疗效应估计器的差异。我们表明,使用具有预测的潜在结果作为协变量的logit链接,我们的估计器在渐近上等同于反比概率加权估计器。在一项模拟研究中,我们证明没有校准程序的常见非线性估计器可能比校准估计量和平均值未调整的差异明显差。

In randomized experiments, adjusting for observed features when estimating treatment effects has been proposed as a way to improve asymptotic efficiency. However, only linear regression has been proven to form an estimate of the average treatment effect that is asymptotically no less efficient than the treated-minus-control difference in means regardless of the true data generating process. Randomized treatment assignment provides this "do-no-harm" property, with neither truth of a linear model nor a generative model for the outcomes being required. We present a general calibration method which confers the same no-harm property onto estimators leveraging a broad class of nonlinear models. This recovers the usual regression-adjusted estimator when ordinary least squares is used, and further provides non-inferior treatment effect estimators using methods such as logistic and Poisson regression. The resulting estimators are non-inferior to both the difference in means estimator and to treatment effect estimators that have not undergone calibration. We show that our estimator is asymptotically equivalent to an inverse probability weighted estimator using a logit link with predicted potential outcomes as covariates. In a simulation study, we demonstrate that common nonlinear estimators without our calibration procedure may perform markedly worse than both the calibrated estimator and the unadjusted difference in means.

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