{"title":"探索现代机器学习方法以改进因果效应估计","authors":"Yeji Kim, Tae-Kil Choi, Sangbum Choi","doi":"10.29220/csam.2022.29.2.177","DOIUrl":null,"url":null,"abstract":"This paper addresses the use of machine learning methods for causal estimation of treatment effects from observational data. Even though conducting randomized experimental trials is a gold standard to reveal potential causal relationships, observational study is another rich source for investigation of exposure effects, for example, in the research of comparative effectiveness and safety of treatments, where the causal effect can be identified if covariates contain all confounding variables. In this context, statistical regression models for the expected outcome and the probability of treatment are often imposed, which can be combined in a clever way to yield more efficient and robust causal estimators. Recently, targeted maximum likelihood estimation and causal random forest is proposed and extensively studied for the use of data-adaptive regression in estimation of causal inference parameters. Machine learning methods are a natural choice in these settings to improve the quality of the final estimate of the treatment effect. We explore how we can adapt the design and training of several machine learning algorithms for causal inference and study their finite-sample performance through simulation experiments under various scenarios. Application to the percutaneous coronary intervention (PCI) data shows that these adaptations can improve simple linear regression-based methods.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2022-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Exploring modern machine learning methods to improve causal-effect estimation\",\"authors\":\"Yeji Kim, Tae-Kil Choi, Sangbum Choi\",\"doi\":\"10.29220/csam.2022.29.2.177\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper addresses the use of machine learning methods for causal estimation of treatment effects from observational data. Even though conducting randomized experimental trials is a gold standard to reveal potential causal relationships, observational study is another rich source for investigation of exposure effects, for example, in the research of comparative effectiveness and safety of treatments, where the causal effect can be identified if covariates contain all confounding variables. In this context, statistical regression models for the expected outcome and the probability of treatment are often imposed, which can be combined in a clever way to yield more efficient and robust causal estimators. Recently, targeted maximum likelihood estimation and causal random forest is proposed and extensively studied for the use of data-adaptive regression in estimation of causal inference parameters. Machine learning methods are a natural choice in these settings to improve the quality of the final estimate of the treatment effect. We explore how we can adapt the design and training of several machine learning algorithms for causal inference and study their finite-sample performance through simulation experiments under various scenarios. Application to the percutaneous coronary intervention (PCI) data shows that these adaptations can improve simple linear regression-based methods.\",\"PeriodicalId\":44931,\"journal\":{\"name\":\"Communications for Statistical Applications and Methods\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2022-03-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications for Statistical Applications and Methods\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.29220/csam.2022.29.2.177\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications for Statistical Applications and Methods","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29220/csam.2022.29.2.177","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Exploring modern machine learning methods to improve causal-effect estimation
This paper addresses the use of machine learning methods for causal estimation of treatment effects from observational data. Even though conducting randomized experimental trials is a gold standard to reveal potential causal relationships, observational study is another rich source for investigation of exposure effects, for example, in the research of comparative effectiveness and safety of treatments, where the causal effect can be identified if covariates contain all confounding variables. In this context, statistical regression models for the expected outcome and the probability of treatment are often imposed, which can be combined in a clever way to yield more efficient and robust causal estimators. Recently, targeted maximum likelihood estimation and causal random forest is proposed and extensively studied for the use of data-adaptive regression in estimation of causal inference parameters. Machine learning methods are a natural choice in these settings to improve the quality of the final estimate of the treatment effect. We explore how we can adapt the design and training of several machine learning algorithms for causal inference and study their finite-sample performance through simulation experiments under various scenarios. Application to the percutaneous coronary intervention (PCI) data shows that these adaptations can improve simple linear regression-based methods.
期刊介绍:
Communications for Statistical Applications and Methods (Commun. Stat. Appl. Methods, CSAM) is an official journal of the Korean Statistical Society and Korean International Statistical Society. It is an international and Open Access journal dedicated to publishing peer-reviewed, high quality and innovative statistical research. CSAM publishes articles on applied and methodological research in the areas of statistics and probability. It features rapid publication and broad coverage of statistical applications and methods. It welcomes papers on novel applications of statistical methodology in the areas including medicine (pharmaceutical, biotechnology, medical device), business, management, economics, ecology, education, computing, engineering, operational research, biology, sociology and earth science, but papers from other areas are also considered.