Yin Anqi, Yuan Ao, Tan Ming T
Department of Biostatistics, Bioinformatics and Biomathematics Georgetown University, Washington, DC 20057, USA.
Int J Biostat. 2022 Nov 28;20(1):69-91. doi: 10.1515/ijb-2022-0047. eCollection 2024 May 1.
With our increased ability to capture large data, causal inference has received renewed attention and is playing an ever-important role in biomedicine and economics. However, one major methodological hurdle is that existing methods rely on many unverifiable model assumptions. Thus robust modeling is a critically important approach complementary to sensitivity analysis, where it compares results under various model assumptions. The more robust a method is with respect to model assumptions, the more worthy it is. The doubly robust estimator (DRE) is a significant advance in this direction. However, in practice, many outcome measures are functionals of multiple distributions, and so are the associated estimands, which can only be estimated via U-statistics. Thus most existing DREs do not apply. This article proposes a broad class of highly robust U-statistic estimators (HREs), which use semiparametric specifications for both the propensity score and outcome models in constructing the U-statistic. Thus, the HRE is more robust than the existing DREs. We derive comprehensive asymptotic properties of the proposed estimators and perform extensive simulation studies to evaluate their finite sample performance and compare them with the corresponding parametric U-statistics and the naive estimators, which show significant advantages. Then we apply the method to analyze a clinical trial from the AIDS Clinical Trials Group.
随着我们获取大数据能力的增强,因果推断受到了新的关注,并在生物医学和经济学中发挥着越来越重要的作用。然而,一个主要的方法障碍是现有方法依赖于许多无法验证的模型假设。因此,稳健建模是一种与敏感性分析互补的至关重要的方法,敏感性分析是在各种模型假设下比较结果。一种方法对模型假设越稳健,其价值就越高。双重稳健估计器(DRE)是朝着这个方向迈出的重要一步。然而,在实际中,许多结果度量是多个分布的泛函,相关的估计量也是如此,这只能通过U统计量来估计。因此,现有的大多数DRE都不适用。本文提出了一类广泛的高度稳健的U统计量估计器(HRE),它在构建U统计量时对倾向得分和结果模型都使用半参数规范。因此,HRE比现有的DRE更稳健。我们推导了所提出估计器的全面渐近性质,并进行了广泛的模拟研究,以评估它们的有限样本性能,并将它们与相应的参数U统计量和朴素估计器进行比较,结果显示出显著优势。然后我们应用该方法分析了艾滋病临床试验组的一项临床试验。