MODEL-ASSISTED INFERENCE FOR COVARIATE-SPECIFIC TREATMENT EFFECTS WITH HIGH-DIMENSIONAL DATA

被引:0
|
作者
Wu, Peng [1 ]
Tan, Zhiqiang [2 ]
Hu, Wenjie [3 ]
Zhou, Xiao-Hua [4 ]
机构
[1] Beijing Technol & Business Univ, Sch Math & Stat, Beijing, Peoples R China
[2] Rutgers State Univ, Dept Stat, Piscataway, NJ 08854 USA
[3] Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China
[4] Peking Univ, Dept Biostat, Beijing 100871, Peoples R China
基金
中国国家自然科学基金;
关键词
Covariate-specific treatment effect; doubly robust confidence interval; doubly robust point estimator; high-dimensional data; model- assisted confidence interval; REGULARIZED CALIBRATED ESTIMATION; SELECTION;
D O I
10.5705/ss.202022.0089
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Covariate-specific treatment effects (CSTEs) are heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this study, we consider marginal structural models in which CSTEs are represented linearly using a set of basis functions of the selected covariates. We develop a new approach for high-dimensional settings to obtain not only doubly robust point estimators of CSTEs, but also model-assisted confidence intervals, which are valid when the propensity score model is specified correctly, but the outcome regression model may be misspecified. With a linear outcome model and subpopulations defined by discrete covariates, both the point estimators and the confidence intervals are doubly robust for CSTEs. In contrast, the confidence intervals from existing highdimensional methods are valid only when both the propensity score and the outcome models are specified correctly. We also establish several asymptotic properties of the proposed point estimators and the associated confidence intervals. The results of our simulation studies demonstrate the advantages of the proposed method over existing methods. Lastly, we apply the proposed method to a large clinical data set on psoriasis from a national registry in China, the Psoriasis Center Data Platform, to explore the effects of biologics versus those of conventional therapies across different subpopulations.
引用
收藏
页码:459 / 479
页数:21
相关论文
共 50 条
  • [1] MODEL-ASSISTED INFERENCE FOR TREATMENT EFFECTS USING REGULARIZED CALIBRATED ESTIMATION WITH HIGH-DIMENSIONAL DATA
    Tan, Zhiqiang
    ANNALS OF STATISTICS, 2020, 48 (02): : 811 - 837
  • [2] High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables
    Sun, Baoluo
    Tan, Zhiqiang
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 40 (04) : 1732 - 1744
  • [3] High-dimensional model-assisted inference for treatment effects with multi-valued treatments
    Xu, Wenfu
    Tan, Zhiqiang
    JOURNAL OF ECONOMETRICS, 2024, 244 (01)
  • [4] Model-assisted estimation in high-dimensional settings for survey data
    Dagdoug, Mehdi
    Goga, Camelia
    Haziza, David
    JOURNAL OF APPLIED STATISTICS, 2023, 50 (03) : 761 - 785
  • [5] Estimation of Optimal Individualized Treatment Rules Using a Covariate-Specific Treatment Effect Curve With High-Dimensional Covariates
    Guo, Wenchuan
    Zhou, Xiao-Hua
    Ma, Shujie
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2021, 116 (533) : 309 - 321
  • [6] HIGH-DIMENSIONAL INFERENCE FOR DYNAMIC TREATMENT EFFECTS
    Bradic, Jelena
    Ji, Weijie
    Zhang, Yuqian
    ANNALS OF STATISTICS, 2024, 52 (02): : 415 - 440
  • [7] Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data
    Liu, Yanghui
    Zhang, Riquan
    Ma, Shujie
    Zhang, Xiuzhen
    STATISTICAL THEORY AND RELATED FIELDS, 2021, 5 (03) : 253 - 264
  • [8] Inference of heterogeneous treatment effects using observational data with high-dimensional covariates
    Qiu, Yumou
    Tao, Jing
    Zhou, Xiao-Hua
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2021, 83 (05) : 1016 - 1043
  • [9] Debiased Inference on Treatment Effect in a High-Dimensional Model
    Wang, Jingshen
    He, Xuming
    Xu, Gongjun
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2020, 115 (529) : 442 - 454
  • [10] High-Dimensional Methods and Inference on Structural and Treatment Effects
    Belloni, Alexandre
    Chernozhukov, Victor
    Hansen, Christian
    JOURNAL OF ECONOMIC PERSPECTIVES, 2014, 28 (02): : 29 - 50