Independence Weights for Causal Inference with Continuous Treatments
Independence Weights for Causal Inference with Continuous Treatments
复制标题
连续治疗因果推理的独立权重
DOI：
10.1080/01621459.2023.2213485
复制
发表时间：
2023
影响因子：
3.7
通讯作者：
Chen, Guanhua
中科院分区：
文献类型：
--
作者：
Huling, Jared D.;Greifer, Noah;Chen, Guanhua
研究持续治疗的因果效应对于深入了解许多干预措施、政策或药物非常重要，但研究人员往往只能进行观察性研究。在观察环境中，混淆是估计因果效应的障碍。加权方法通过重新加权样本来控制混淆，以便在不同的处理值之间混淆具有可比性。然而，对于连续处理，加权方法对模型错配非常敏感。在本文中，我们阐明了使权重在估计涉及连续处理的因果量时有效的关键性质。我们表明，为了消除混杂，权重应该使治疗和混杂因素在加权尺度上独立。我们开发了一个度量来表征一组权重引起这种独立性的程度。进一步，我们提出了一种新的无模型的权重估计方法。我们研究了我们的度量和权重的理论性质，并证明了我们的权重可以明确地减轻治疗-混杂因素依赖。我们方法的经验有效性在一系列具有挑战性的数值实验中得到了证明，在这些实验中，我们发现我们的权重相当稳健，并且在广泛的设置下工作良好。本文的补充材料可在网上获得。
Studying causal effects of continuous treatments is important for gaining a deeper understanding of many interventions, policies, or medications, yet researchers are often left with observational studies for doing so. In the observational setting, confounding is a barrier to the estimation of causal effects. Weighting approaches seek to control for confounding by reweighting samples so that confounders are comparable across different treatment values. Yet, for continuous treatments, weighting methods are highly sensitive to model misspecification. In this article we elucidate the key property that makes weights effective in estimating causal quantities involving continuous treatments. We show that to eliminate confounding, weights should make treatment and confounders independent on the weighted scale. We develop a measure that characterizes the degree to which a set of weights induces such independence. Further, we propose a new model-free method for weight estimation by optimizing our measure. We study the theoretical properties of our measure and our weights, and prove that our weights can explicitly mitigate treatment-confounder dependence. The empirical effectiveness of our approach is demonstrated in a suite of challenging numerical experiments, where we find that our weights are quite robust and work well under a broad range of settings. Supplementary materials for this article are available online.