当前位置: X-MOL 学术J. R. Stat. Soc. B › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Estimation of causal quantile effects with a binary instrumental variable and censored data
The Journal of the Royal Statistical Society, Series B (Statistical Methodology) ( IF 5.8 ) Pub Date : 2021-07-01 , DOI: 10.1111/rssb.12431
Bo Wei 1 , Limin Peng 1 , Mei-Jie Zhang 2 , Jason P Fine 3
Affiliation  

The causal effect of a treatment is of fundamental interest in the social, biological and health sciences. Instrumental variable (IV) methods are commonly used to determine causal treatment effects in the presence of unmeasured confounding. In this work, we study a new binary IV framework with randomly censored outcomes where we propose to quantify the causal treatment effect by the concept of complier quantile causal effect (CQCE). The CQCE is identifiable under weaker conditions than the complier average causal effect when outcomes are subject to censoring, and it can provide useful insight into the dynamics of the causal treatment effect. Employing the special characteristic of the binary IV and adapting the principle of conditional score, we uncover a simple weighting scheme that can be incorporated into the standard censored quantile regression procedure to estimate CQCE. We develop robust non-parametric estimation of the derived weights in the first stage, which permits stable implementation of the second stage estimation based on existing software. We establish rigorous asymptotic properties for the proposed estimator, and confirm its validity and satisfactory finite-sample performance via extensive simulations. The proposed method is applied to a bone marrow transplant data set to evaluate the causal effect of rituximab in diffuse large B-cell lymphoma patients.

中文翻译:

使用二元工具变量和删失数据估计因果分位数效应

治疗的因果效应在社会、生物和健康科学中具有根本意义。工具变量 (IV) 方法通常用于在存在无法测量的混杂因素的情况下确定因果治疗效果。在这项工作中,我们研究了一个新的具有随机审查结果的二元 IV 框架,我们建议通过编译器分位数因果效应 (CQCE) 的概念来量化因果处理效应。当结果受到审查时,CQCE 在比编译者平均因果效应更弱的条件下是可识别的,它可以为因果处理效应的动态提供有用的见解。利用二元IV的特殊性,采用条件分数的原则,我们发现了一个简单的加权方案,可以将其合并到标准删失分位数回归程序中以估计 CQCE。我们在第一阶段开发了对派生权重的稳健非参数估计,这允许基于现有软件的第二阶段估计的稳定实施。我们为所提出的估计器建立了严格的渐近性质,并通过广泛的模拟确认了其有效性和令人满意的有限样本性能。将所提出的方法应用于骨髓移植数据集,以评估利妥昔单抗在弥漫性大 B 细胞淋巴瘤患者中的因果效应。我们为所提出的估计器建立了严格的渐近性质,并通过广泛的模拟确认了其有效性和令人满意的有限样本性能。将所提出的方法应用于骨髓移植数据集,以评估利妥昔单抗在弥漫性大 B 细胞淋巴瘤患者中的因果效应。我们为所提出的估计器建立了严格的渐近性质,并通过广泛的模拟确认了其有效性和令人满意的有限样本性能。将所提出的方法应用于骨髓移植数据集,以评估利妥昔单抗在弥漫性大 B 细胞淋巴瘤患者中的因果效应。
更新日期:2021-07-30
down
wechat
bug