聚类观测数据因果效应的贝叶斯双稳健估计。

IF 1.1 4区 数学 Q2 STATISTICS & PROBABILITY
Journal of Applied Statistics Pub Date : 2025-01-09 eCollection Date: 2025-01-01 DOI:10.1080/02664763.2024.2449396
Qi Zhou, Haonan He, Jie Zhao, Joon Jin Song
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引用次数: 0

摘要

观测数据通常呈现聚类结构,如果忽略这种结构,则会导致对暴露效应的不准确估计。为了克服在聚类数据中建模复杂混杂效应的挑战,我们提出了一个随机截距BART的贝叶斯双鲁棒因果效应估计器,以增强对模型错误规范的鲁棒性。该方法将倾向值估计、潜在结果估计以及个体水平和集群水平混杂因素分布的不确定性纳入暴露效应估计,从而提高了区间估计的覆盖概率。在仿真研究中,我们将所提出的方法与具有参数和非参数多级建模策略的频率双鲁棒估计进行了比较。该方法被应用于估计有限的食物获取对老年人心血管疾病死亡率的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Bayesian doubly robust estimation of causal effects for clustered observational data.

Observational data often exhibit clustered structure, which leads to inaccurate estimates of exposure effect if such structure is ignored. To overcome the challenges of modelling the complex confounder effects in clustered data, we propose a Bayesian doubly robust estimator of causal effects with random intercept BART to enhance the robustness against model misspecification. The proposed approach incorporates the uncertainty in the estimation of the propensity score, potential outcomes and the distribution of individual-level and cluster-level confounders into the exposure effect estimation, thereby improving the coverage probability of interval estimation. We evaluate the proposed method in the simulation study compared with frequentist doubly robust estimators with parametric and nonparametric multilevel modelling strategies. The proposed method is applied to estimate the effect of limited food access on the mortality of cardiovascular disease in the senior population.

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来源期刊
Journal of Applied Statistics
Journal of Applied Statistics 数学-统计学与概率论
CiteScore
3.40
自引率
0.00%
发文量
126
审稿时长
6 months
期刊介绍: Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.
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