Constructing Confidence Intervals for Average Treatment Effects from Multiple Datasets
Constructing confidence intervals (CIs) for the average treatment effect (ATE) from patient records is crucial to assess the effectiveness and safety of drugs. However, patient records typically come from different hospitals, thus raising the question of how multiple observational datasets can be effectively combined for this purpose. In our paper, we propose a new method that estimates the ATE from multiple observational datasets and provides valid CIs. Our method makes little assumptions about the observational datasets and is thus widely applicable in medical practice. The key idea of our method is that we leverage prediction-powered inferences and thereby essentially `shrink' the CIs so that we offer more precise uncertainty quantification as compared to na\"ive approaches. We further prove the unbiasedness of our method and the validity of our CIs. We confirm our theoretical results through various numerical experiments. Finally, we provide an extension of our method for constructing CIs from combinations of experimental and observational datasets.
Code (1)
Tasks
Uncertainty QuantificationvalidSimilar Papers 제목 키워드 기반
Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects
We propose a simple approach to optimally select the number of control units in k nearest neighbors (kNN) algorithm focusing in minimizing the mean squared error for the average treatment effects. Our approach is non-par…
Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects
We consider the construction of confidence intervals for treatment effects estimated using panel models with interactive fixed effects. We first use the factor-based matrix completion technique proposed by Bai and Ng (20…
Matrix CompletionPrivATE: Differentially Private Confidence Intervals for Average Treatment Effects
The average treatment effect (ATE) is widely used to evaluate the effectiveness of drugs and other medical interventions. In safety-critical applications like medicine, reliable inferences about the ATE typically require…
Privacy PreservingUncertainty QuantificationvalidPost-Contextual-Bandit Inference
Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identify…
validOn Nonasymptotic Confidence Intervals for Treatment Effects in Randomized Experiments
We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser …