Model and variable selection for causal inference

为了利用观测数据无偏见地估计因果效应，必须对潜在的混杂协变量进行调整。仅使用实质性的先验知识识别混杂变量可能是一项非常困难的任务，特别是在新的研究领域或当前主题知识稀少的领域。规避这个问题的一个直观策略是对统计模型中所有潜在的混杂因素进行调整。然而，这种策略可能会产生因果暴露效应估计器，其方差可能会不必要地大。取而代之的是，可以尝试选择型号。最近的模拟结果表明，用于模型选择的经典统计方法往往不能产生无偏因果效应估计器。因此，有必要创建专门针对因果推理目的的新的模型选择方法。*我最近提出了一种新的模型选择方法，贝叶斯因果效应估计(BCEE)算法，用于估计暴露变量对连续结果的平均因果效应。我进行的模拟研究的结果非常有希望，因为与完全调整的模型或替代模型选择方法产生的估计相比，BCEE通常至少实现了因果暴露影响估计的均方误差(MSE)的一定程度的降低。在某些情况下观察到显著的MSE减少。此外，BCEE产生了经过很好校准的可信区间。为了方便BCee在实践中的使用，我还制作了一个R包，可以在互联网上免费获得。*我的研究计划的主要目标是在因果推理框架中开发新的、易于使用的模型选择方法。我的第一个重点将是提供BCEE的扩展，允许二进制、计数和生存结果。我还将开发针对暴露在特定人群中的因果影响的方法。然后，我将生成对模型错误指定具有健壮性的方法(例如，所谓的双重健壮性)。从长远来看，还有许多其他扩展是可能的，例如开发用于估计纵向设置中暴露制度的影响的方法。*由于因果推断框架中的模型选择是一个相对较新的研究领域，仍有许多工作要做。我的研究试图为这一需求提供部分答案。

To unbiasedly estimate a causal effect utilizing observational data, one must adjust for potentially confounding covariates. Identifying confounding variables using only substantive prior knowledge can be a very difficult task, especially in new areas of research or those where current subject-matter knowledge is sparse. An intuitive strategy to circumvent this problem is to adjust for all potential confounders in a statistical model. This strategy can, however, produce causal exposure effect estimators whose variance is unnecessarily large. Instead, model selection can be attempted. Recent simulation results have shown that classical statistical approaches for model selection often fail to produce unbiased causal effect estimators. Hence, there is a need for the creation of new model selection approaches specifically tailored for causal inference purposes.******I have recently proposed a novel model selection approach, the Bayesian causal effect estimation (BCEE) algorithm, for the estimation of the average causal effect of an exposure variable on a continuous outcome. The results from the simulation study I conducted were very promising since BCEE generally achieved at least some reduction of the mean squared error (MSE) of the causal exposure effect estimator as compared to estimators produced by either a fully adjusted model or by alternative model selection approaches. Notable MSE reduction was observed in some scenarios. Moreover, BCEE produced well calibrated confidence intervals. To facilitate the utilization of BCEE in practice, I also produced an R package that is freely available on the Internet. ******The main objective of my research program is to develop novel, easy to use, model selection approaches in a causal inference framework. My first focus will be to provide extensions of BCEE that would allow for binary, count and survival outcomes. I will also develop approaches that target the causal effect of the exposure in specific subpopulations. Afterward, I will produce methods that are robust to model misspecification (e.g., so-called double robustness property). Many other extensions are possible in the long term, such as developing methods for the estimation of the effect of an exposure regime in a longitudinal setup.******Since model selection in a causal inference framework is a relatively novel area of research, much remains to be done. My research seeks to provide part of the answer to this need.*****