lmw: Linear Model Weights for Causal Inference

Fuente: arXiv
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Autori principali: Chattopadhyay, Ambarish, Greifer, Noah, Zubizarreta, Jose R.
Natura: Preprint
Pubblicazione: 2023
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author Chattopadhyay, Ambarish
Greifer, Noah
Zubizarreta, Jose R.
author_facet Chattopadhyay, Ambarish
Greifer, Noah
Zubizarreta, Jose R.
contents The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor there is a hypothetical randomized experiment. However, in routine regression analyses in observational studies, it is unclear how well the adjustments made by regression approximate key features of randomized experiments, such as covariate balance, study representativeness, sample boundedness, and unweighted sampling. In this paper, we provide software to empirically address this question. We introduce the lmw package for R to compute the implied linear model weights and perform diagnostics for their evaluation. The weights are obtained as part of the design stage of the study; that is, without using outcome information. The implementation is general and applicable, for instance, in settings with instrumental variables and multi-valued treatments; in essence, in any situation where the linear model is the vehicle for adjustment and estimation of average treatment effects with discrete-valued interventions.
format Preprint
id arxiv_https___arxiv_org_abs_2303_08790
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle lmw: Linear Model Weights for Causal Inference
Chattopadhyay, Ambarish
Greifer, Noah
Zubizarreta, Jose R.
Methodology
Applications
The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor there is a hypothetical randomized experiment. However, in routine regression analyses in observational studies, it is unclear how well the adjustments made by regression approximate key features of randomized experiments, such as covariate balance, study representativeness, sample boundedness, and unweighted sampling. In this paper, we provide software to empirically address this question. We introduce the lmw package for R to compute the implied linear model weights and perform diagnostics for their evaluation. The weights are obtained as part of the design stage of the study; that is, without using outcome information. The implementation is general and applicable, for instance, in settings with instrumental variables and multi-valued treatments; in essence, in any situation where the linear model is the vehicle for adjustment and estimation of average treatment effects with discrete-valued interventions.
title lmw: Linear Model Weights for Causal Inference
topic Methodology
Applications
url https://arxiv.org/abs/2303.08790