2021-11-15

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2020-01-27

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2022-09-27

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2015-10-14
Many scientific and engineering challenges-ranging from personalized medicine to customized marketing recommendations-require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest for estimating heterogeneous treatment effects that extends Breiman's widely used random forest algorithm. In the potential outcomes framework with unconfoundedness, we show that causal forests are pointwise consistent for the true treatment effect, and have an asymptotically Gaussian and centered sampling distribution. We also discuss a practical method for constructing asymptotic confidence intervals for the true treatment effect that are centered at the causal forest estimates. Our theoretical results rely on a generic Gaussian theory for a large family of random forest algorithms. To our knowledge, this is the first set of results that allows any type of random forest, including classification and regression forests, to be used for provably valid statistical inference. In experiments, we find causal forests to be substantially more powerful than classical methods based on nearest-neighbor matching, especially in the presence of irrelevant covariates.
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2019-07-09

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2020-03-27
In many investigations, the primary outcome of interest is difficult or expensive to collect. Examples include long-term health effects of medical interventions, measurements requiring expensive testing or follow-up, and outcomes only measurable on small panels as in marketing. This reduces effective sample sizes for estimating the average treatment effect (ATE). However, there is often an abundance of observations on surrogate outcomes not of primary interest, such as short-term health effects or online-ad click-through. We study the role of such surrogate observations in the efficient estimation of treatment effects. To quantify their value, we derive the semiparametric efficiency bounds on ATE estimation with and without the presence of surrogates and several intermediary settings. The difference between these characterizes the efficiency gains from optimally leveraging surrogates. We study two regimes: when the number of surrogate observations is comparable to primary-outcome observations and when the former dominates the latter. We take an agnostic missing-data approach circumventing strong surrogate conditions previously assumed. To leverage surrogates' efficiency gains, we develop efficient ATE estimation and inference based on flexible machine-learning estimates of nuisance functions appearing in the influence functions we derive. We empirically demonstrate the gains by studying the long-term earnings effect of job training.
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2020-12-17

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2021-12-21

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2019-12-30

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2019-04-02

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2022-09-09

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2022-12-05
Strategic test allocation plays a major role in the control of both emerging and existing pandemics (e.g., COVID-19, HIV). Widespread testing supports effective epidemic control by (1) reducing transmission via identifying cases, and (2) tracking outbreak dynamics to inform targeted interventions. However, infectious disease surveillance presents unique statistical challenges. For instance, the true outcome of interest - one's positive infectious status, is often a latent variable. In addition, presence of both network and temporal dependence reduces the data to a single observation. As testing entire populations regularly is neither efficient nor feasible, standard approaches to testing recommend simple rule-based testing strategies (e.g., symptom based, contact tracing), without taking into account individual risk. In this work, we study an adaptive sequential design involving n individuals over a period of {\tau} time-steps, which allows for unspecified dependence among individuals and across time. Our causal target parameter is the mean latent outcome we would have obtained after one time-step, if, starting at time t given the observed past, we had carried out a stochastic intervention that maximizes the outcome under a resource constraint. We propose an Online Super Learner for adaptive sequential surveillance that learns the optimal choice of tests strategies over time while adapting to the current state of the outbreak. Relying on a series of working models, the proposed method learns across samples, through time, or both: based on the underlying (unknown) structure in the data. We present an identification result for the latent outcome in terms of the observed data, and demonstrate the superior performance of the proposed strategy in a simulation modeling a residential university environment during the COVID-19 pandemic.
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2022-12-19
Statistical risk assessments inform consequential decisions such as pretrial release in criminal justice, and loan approvals in consumer finance. Such risk assessments make counterfactual predictions, predicting the likelihood of an outcome under a proposed decision (e.g., what would happen if we approved this loan?). A central challenge, however, is that there may have been unmeasured confounders that jointly affected past decisions and outcomes in the historical data. This paper proposes a tractable mean outcome sensitivity model that bounds the extent to which unmeasured confounders could affect outcomes on average. The mean outcome sensitivity model partially identifies the conditional likelihood of the outcome under the proposed decision, popular predictive performance metrics (e.g., accuracy, calibration, TPR, FPR), and commonly-used predictive disparities. We derive their sharp identified sets, and we then solve three tasks that are essential to deploying statistical risk assessments in high-stakes settings. First, we propose a doubly-robust learning procedure for the bounds on the conditional likelihood of the outcome under the proposed decision. Second, we translate our estimated bounds on the conditional likelihood of the outcome under the proposed decision into a robust, plug-in decision-making policy. Third, we develop doubly-robust estimators of the bounds on the predictive performance of an existing risk assessment.
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2022-11-03
Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test whether the regression coefficient for $X$ is non-zero. However, when the model is misspecified, the test may have poor power, for example when $X$ is involved in complex interactions, or lead to many false rejections. In this work we study the problem of testing the model-free null of conditional mean independence, i.e. that the conditional mean of $Y$ given $X$ and $Z$ does not depend on $X$. We propose a simple and general framework that can leverage flexible nonparametric or machine learning methods, such as additive models or random forests, to yield both robust error control and high power. The procedure involves using these methods to perform regressions, first to estimate a form of projection of $Y$ on $X$ and $Z$ using one half of the data, and then to estimate the expected conditional covariance between this projection and $Y$ on the remaining half of the data. While the approach is general, we show that a version of our procedure using spline regression achieves what we show is the minimax optimal rate in this nonparametric testing problem. Numerical experiments demonstrate the effectiveness of our approach both in terms of maintaining Type I error control, and power, compared to several existing approaches.
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2022-02-13

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2022-03-11

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2021-04-26

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2022-12-12
In many applications, heterogeneous treatment effects on a censored response variable are of primary interest, and it is natural to evaluate the effects at different quantiles (e.g., median). The large number of potential effect modifiers, the unknown structure of the treatment effects, and the presence of right censoring pose significant challenges. In this paper, we develop a hybrid forest approach called Hybrid Censored Quantile Regression Forest (HCQRF) to assess the heterogeneous effects varying with high-dimensional variables. The hybrid estimation approach takes advantage of the random forests and the censored quantile regression. We propose a doubly-weighted estimation procedure that consists of a redistribution-of-mass weight to handle censoring and an adaptive nearest neighbor weight derived from the forest to handle high-dimensional effect functions. We propose a variable importance decomposition to measure the impact of a variable on the treatment effect function. Extensive simulation studies demonstrate the efficacy and stability of HCQRF. The result of the simulation study also convinces us of the effectiveness of the variable importance decomposition. We apply HCQRF to a clinical trial of colorectal cancer. We achieve insightful estimations of the treatment effect and meaningful variable importance results. The result of the variable importance also confirms the necessity of the decomposition.
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2019-11-09

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2021-06-14

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