论文标题
条件增量效应的非参数估计
Nonparametric Estimation of Conditional Incremental Effects
论文作者
论文摘要
有条件的效果估计具有极大的科学和政策重要性,因为干预措施可能会根据其特征对受试者的影响有所不同。大多数研究都集中在估计条件平均治疗效果(CATE)上。但是,对CATE的识别要求所有受试者都具有接受治疗或阳性的非零概率,这在实践中可能是不现实的。取而代之的是,我们提出了基于增量倾向评分干预措施的条件效应,这是随机干预措施,其中治疗几率乘以某个因素。这些效果不需要积极来识别,并且可以更适合建模人们不能被迫接受治疗的情况。我们开发一个投影估计器和一个灵活的非参数估计器,该估计器每个都可以估算我们提出的所有条件效应,并得出模型 - 敏捷误差保证,显示两个估计器都满足了双重鲁棒性的形式。此外,我们提出了一个基于条件衍生物效应的方差,并得出一个非参数估计量,该效应异质性的摘要和对任何效应异质性的检验,该估计量也满足了双重鲁棒性的形式。最后,我们通过使用(Spot)Light研究的数据集分析重症监护室入院对死亡率的影响来证明我们的估计量。
Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment effect (CATE). However, identification of the CATE requires all subjects have a non-zero probability of receiving treatment, or positivity, which may be unrealistic in practice. Instead, we propose conditional effects based on incremental propensity score interventions, which are stochastic interventions where the odds of treatment are multiplied by some factor. These effects do not require positivity for identification and can be better suited for modeling scenarios in which people cannot be forced into treatment. We develop a projection estimator and a flexible nonparametric estimator that can each estimate all the conditional effects we propose and derive model-agnostic error guarantees showing both estimators satisfy a form of double robustness. Further, we propose a summary of treatment effect heterogeneity and a test for any effect heterogeneity based on the variance of a conditional derivative effect and derive a nonparametric estimator that also satisfies a form of double robustness. Finally, we demonstrate our estimators by analyzing the effect of intensive care unit admission on mortality using a dataset from the (SPOT)light study.