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Bayesian nonparametric discontinuity design

2019-11-15 · Max Hinne, David Leeftink, Marcel A. J. van Gerven, Luca Ambrogioni

Quasi-experimental research designs, such as regression discontinuity and interrupted time series, allow for causal inference in the absence of a randomized controlled trial, at the cost of additional assumptions. In this paper, we provide a framework for discontinuity-based designs using Bayesian model comparison and Gaussian process regression, which we refer to as 'Bayesian nonparametric discontinuity design', or BNDD for short. BNDD addresses the two major shortcomings in most implementations of such designs: overconfidence due to implicit conditioning on the alleged effect, and model misspecification due to reliance on overly simplistic regression models. With the appropriate Gaussian process covariance function, our approach can detect discontinuities of any order, and in spectral features. We demonstrate the usage of BNDD in simulations, and apply the framework to determine the effect of running for political positions on longevity, of the effect of an alleged historical phantom border in the Netherlands on Dutch voting behaviour, and of Kundalini Yoga meditation on heart rate.

📄 PDF Abstract BibTeX arXiv:1911.06722

Code (1)

mhinne/BNQD 공식 구현 tf

Tasks

Causal InferenceExperimental DesignregressionTime SeriesTime Series Analysis

Methods 이 논문이 사용한 방법론

Causal inference Causal inference is the process of drawing a conclusion about a causal connection based on the conditions of the occurrence of an effect. The main difference between causal…
Gaussian Process Gaussian Processes are non-parametric models for approximating functions. They rely upon a measure of similarity between points (the kernel function) to predict the value for…

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