Efficient estimation of weighted cumulative treatment effects by double/debiased machine learning
In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of overlap are common issues in observational studies, and they often lead to inconsistent and inefficient estimators of the average treatment effect. Estimators targeting overlap weighted effects have been proposed to address the challenge of poor overlap, and methods enabling flexible machine learning for nuisance models address model misspecification. However, the approaches that allow machine learning for nuisance models have not been extended to the setting of weighted average treatment effects for time-to-event outcomes when there is poor overlap. In this work, we propose a class of one-step cross-fitted double/debiased machine learning estimators for the weighted cumulative causal effect as a function of restriction time. We prove that the proposed estimators are consistent, asymptotically linear, and reach semiparametric efficiency bounds under regularity conditions. Our simulations show that the proposed estimators using nonparametric machine learning nuisance models perform as well as established methods that require correctly-specified parametric nuisance models, illustrating that our estimators mitigate the need for oracle parametric nuisance models. We apply the proposed methods to real-world observational data from a UK primary care database to compare the effects of anti-diabetic drugs on cancer clinical outcomes.
Code (0)
등록된 구현이 없습니다.
Tasks
Causal InferenceSimilar Papers 제목 키워드 기반
Evaluating (weighted) dynamic treatment effects by double machine learning
We consider evaluating the causal effects of dynamic treatments, i.e. of multiple treatment sequences in various periods, based on double machine learning to control for observed, time-varying covariates in a data-driven…
BIG-bench Machine LearningDoubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning
We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at …
A Bayesian Semiparametric Method For Estimating Causal Quantile Effects
Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive ev…
Causal InferencecounterfactualDouble/Debiased Machine Learning for Dynamic Treatment Effects
We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes. We propose an extension of the double/debiased machi…
BIG-bench Machine LearningDoes Regression Produce Representative Causal Rankings?
We examine the challenges in ranking multiple treatments based on their estimated effects when using linear regression or its popular double-machine-learning variant, the Partially Linear Model (PLM), in the presence of …
regression