{"title":"聚类观测数据因果效应的贝叶斯双稳健估计。","authors":"Qi Zhou, Haonan He, Jie Zhao, Joon Jin Song","doi":"10.1080/02664763.2024.2449396","DOIUrl":null,"url":null,"abstract":"<p><p>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.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1931-1949"},"PeriodicalIF":1.1000,"publicationDate":"2025-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320258/pdf/","citationCount":"0","resultStr":"{\"title\":\"Bayesian doubly robust estimation of causal effects for clustered observational data.\",\"authors\":\"Qi Zhou, Haonan He, Jie Zhao, Joon Jin Song\",\"doi\":\"10.1080/02664763.2024.2449396\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>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.</p>\",\"PeriodicalId\":15239,\"journal\":{\"name\":\"Journal of Applied Statistics\",\"volume\":\"52 10\",\"pages\":\"1931-1949\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2025-01-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320258/pdf/\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/02664763.2024.2449396\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2025/1/1 0:00:00\",\"PubModel\":\"eCollection\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/02664763.2024.2449396","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2025/1/1 0:00:00","PubModel":"eCollection","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
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.