An alternative robust estimator of average treatment effect in causal inference

被引:16
|
作者
Liu, Jianxuan [1 ]
Ma, Yanyuan [2 ]
Wang, Lan [3 ]
机构
[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA
[2] Penn State Univ, Dept Stat, University Pk, PA 16802 USA
[3] Univ Minnesota, Sch Stat, Minneapolis, MN 55455 USA
关键词
Average treatment effects; Causal inference; Dimension reduction; Efficient estimators; Propensity score; Robust estimation; EFFICIENT SEMIPARAMETRIC ESTIMATION; DEMYSTIFYING DOUBLE ROBUSTNESS; PROPENSITY SCORE ESTIMATION; DIMENSION REDUCTION; MISSING DATA; REGRESSION; STRATEGIES; SELECTION; MODELS;
D O I
10.1111/biom.12859
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
The problem of estimating the average treatment effects is important when evaluating the effectiveness of medical treatments or social intervention policies. Most of the existing methods for estimating the average treatment effect rely on some parametric assumptions about the propensity score model or the outcome regression model one way or the other. In reality, both models are prone to misspecification, which can have undue influence on the estimated average treatment effect. We propose an alternative robust approach to estimating the average treatment effect based on observational data in the challenging situation when neither a plausible parametric outcome model nor a reliable parametric propensity score model is available. Our estimator can be considered as a robust extension of the popular class of propensity score weighted estimators. This approach has the advantage of being robust, flexible, data adaptive, and it can handle many covariates simultaneously. Adopting a dimension reduction approach, we estimate the propensity score weights semiparametrically by using a non-parametric link function to relate the treatment assignment indicator to a low-dimensional structure of the covariates which are formed typically by several linear combinations of the covariates. We develop a class of consistent estimators for the average treatment effect and study their theoretical properties. We demonstrate the robust performance of the estimators on simulated data and a real data example of investigating the effect of maternal smoking on babies' birth weight.
引用
收藏
页码:910 / 923
页数:14
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