论文标题

对逆倾向评分加权,以估计高维混杂因素的平均治疗效果

Debiased Inverse Propensity Score Weighting for Estimation of Average Treatment Effects with High-Dimensional Confounders

论文作者

Wang, Yuhao, Shah, Rajen D.

论文摘要

我们考虑使用具有高维度预处理变量的观察数据,对平均治疗效果的估计。该问题的现有方法通常假设回归函数的某种形式的稀疏性。在这项工作中,我们引入了一个偏置倾向分数加权(DIPW)方案,以进行平均治疗效应估计,该估计值为$ \ sqrt {n} $ - 当倾向分数遵循稀疏的逻辑回归模型时,一致的估计是一致的;结果回归函数被允许任意复杂。我们进一步证明了如何构建以我们估计为中心的置信区间。我们的理论结果量化了允许回归函数不可估量的价格的价格,与在轻度条件下,估计值的差异相比,这是估计量差异的通胀。我们还表明,当结果回归的估计速度比缓慢的$ 1/\ sqrt {\ log n} $ rate时,我们的估计器可实现半帕梅术效率。由于我们的结果适合任意结果回归函数,因此在$ \ sqrt {n} $ rate下,每种处理下转换反应的平均值。因此,例如,可以估计潜在结果的方差。我们讨论了估计异构治疗效果功能的线性预测的扩展,并解释了如何在我们的框架内处理具有更通用链接功能的倾向得分模型。 R Package \ texttt {DIPW}实现我们的方法,可以在Cran上获得。

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work, we introduce a debiased inverse propensity score weighting (DIPW) scheme for average treatment effect estimation that delivers $\sqrt{n}$-consistent estimates when the propensity score follows a sparse logistic regression model; the outcome regression functions are permitted to be arbitrarily complex. We further demonstrate how confidence intervals centred on our estimates may be constructed. Our theoretical results quantify the price to pay for permitting the regression functions to be unestimable, which shows up as an inflation of the variance of the estimator compared to the semiparametric efficient variance by a constant factor, under mild conditions. We also show that when outcome regressions can be estimated faster than a slow $1/\sqrt{ \log n}$ rate, our estimator achieves semiparametric efficiency. As our results accommodate arbitrary outcome regression functions, averages of transformed responses under each treatment may also be estimated at the $\sqrt{n}$ rate. Thus, for example, the variances of the potential outcomes may be estimated. We discuss extensions to estimating linear projections of the heterogeneous treatment effect function and explain how propensity score models with more general link functions may be handled within our framework. An R package \texttt{dipw} implementing our methodology is available on CRAN.

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