Gong Qingfeng | causal inference

causal inference


causality (freedman ch 1)

  • When using observational (non-experimental) data to make causal inferences, the key problem is confounding
    • stratification = cross-tabulation - only look at when confounding variables have same value
  • association is circumstantial evidence for causation
  • examples
    • HIP trial of mammography - want to do whole treatment group v. whole control group
    • Snow on cholera - water
    • causes of poverty - Yul’s model, changes with lots of things
  • problem: never get to see gt

basic causal inference

  • confounding - difference between groups other than the treatment which affects the response
  • 3 frameworks
    1. neyman-rubin model: $Y_i = T_i a_i + (1-T_i) b_i$
      • $\hat{ate} = \hat{a}_A - \hat{b}_B$
      • $\hat{ate}_{adj} = [\bar{a}_A - (\bar{x}_A - \bar{x})^T \hat{\theta}_A] - [\bar{b}_B - (\bar{x}_B - \bar{x})^T \hat{\theta}_B]$
      • $\hat{\theta}A = argmin \sum{i \in A} (a_i - \bar{a}_A - (x_i - \bar{x}_A)^T \theta)^2$
    2. neyman-pearson
      • null + alternative hypothesis
      • null is favored unless there is strong evidence to refute it
    3. fisherian testing framework
      • small p-values evidence against null hypothesis
      • null hypothesis
  • errors
    • type I err: FP - reject when false
    • type II err: FN
    • power: TP = sensitivity
    • TN
    • newer
      • sensitivity = power
      • recall = sensitivity - true positive rate = TP / P
      • precision = TP / (TP + FP)
      • specificity = true neg rate = TN / N
  • natural experiments
    • ex. john snow
  • propensity score - probability that a subject recieving a treatment is valid after conditioning on appropriate covariates
  • 3 principles of experimental design
    1. replication
    2. randomization
    3. conditioning

causal inference papers

  • 2 general approaches
    1. matching - find patients that are similar and differ only in the treatment
      1. only variables you don’t match on could be considered causal
    2. regression
      • requires unconfoundedness = omitted variable bias
      • if there are no confounders, correlation is causation
  • Hainmueller & Hangartner (2013) - Swiss passport
    • naturalization decisions vary with immigrants’ attributes
    • is there immigration against immigrants based on country of origin?
    • citizenship requires voting by municipality
  • Sekhon et al. - when natural experiments are neither natural nor experiments
    • even when natural interventions are randomly as- signed, some of the treatment–control comparisons made available by natural experiments may not be valid
  • Grossman et al. - “Descriptive Representation and Judicial Outcomes in Multiethnic Societies”
    • judicial outcomes of arabs depended on whether there was an Arab judge on the panel
  • liver transplant
    • maximize benefit (life with - life without)
    • currently just goes to person who would die quickest without
    • Y = T Y(1) + (1-T) Y(0)
      • Y(1) = survival with transplant
      • Y(0) = survival w/out transplant
        • fundamental problem of causal inference - can’t observe Y(1) and Y(0)
      • T = 1 if receive transplant else 0
    • goal: estimate $\tau = Y(1) - Y(0)$ for each person

causality ovw

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