Principal Stratification with Continuous Post-Treatment Variables: Nonparametric Identification and Semiparametric Estimation

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Lu, Sizhu, Jiang, Zhichao, Ding, Peng
Formato: Preprint
Publicado: 2023
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866929300952842240
author Lu, Sizhu
Jiang, Zhichao
Ding, Peng
author_facet Lu, Sizhu
Jiang, Zhichao
Ding, Peng
contents Post-treatment variables often complicate causal inference. They appear in many scientific problems, including noncompliance, truncation by death, mediation, and surrogate endpoint evaluation. Principal stratification is a strategy to address these challenges by adjusting for the potential values of the post-treatment variables, defined as the principal strata. It allows for characterizing treatment effect heterogeneity across principal strata and unveiling the mechanism of the treatment's impact on the outcome related to post-treatment variables. However, the existing literature has primarily focused on binary post-treatment variables, leaving the case with continuous post-treatment variables largely unexplored. This gap persists due to the complexity of infinitely many principal strata, which present challenges to both the identification and estimation of causal effects. We fill this gap by providing nonparametric identification and semiparametric estimation theory for principal stratification with continuous post-treatment variables. We propose to use working models to approximate the underlying causal effect surfaces and derive the efficient influence functions of the corresponding model parameters. Based on the theory, we construct doubly robust estimators and implement them in an R package.
format Preprint
id arxiv_https___arxiv_org_abs_2309_12425
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Principal Stratification with Continuous Post-Treatment Variables: Nonparametric Identification and Semiparametric Estimation
Lu, Sizhu
Jiang, Zhichao
Ding, Peng
Methodology
Statistics Theory
Post-treatment variables often complicate causal inference. They appear in many scientific problems, including noncompliance, truncation by death, mediation, and surrogate endpoint evaluation. Principal stratification is a strategy to address these challenges by adjusting for the potential values of the post-treatment variables, defined as the principal strata. It allows for characterizing treatment effect heterogeneity across principal strata and unveiling the mechanism of the treatment's impact on the outcome related to post-treatment variables. However, the existing literature has primarily focused on binary post-treatment variables, leaving the case with continuous post-treatment variables largely unexplored. This gap persists due to the complexity of infinitely many principal strata, which present challenges to both the identification and estimation of causal effects. We fill this gap by providing nonparametric identification and semiparametric estimation theory for principal stratification with continuous post-treatment variables. We propose to use working models to approximate the underlying causal effect surfaces and derive the efficient influence functions of the corresponding model parameters. Based on the theory, we construct doubly robust estimators and implement them in an R package.
title Principal Stratification with Continuous Post-Treatment Variables: Nonparametric Identification and Semiparametric Estimation
topic Methodology
Statistics Theory
url https://arxiv.org/abs/2309.12425