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Causal isotonic regression

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  • Ted Westling
  • Peter Gilbert
  • Marco Carone

Abstract

In observational studies, potential confounders may distort the causal relationship between an exposure and an outcome. However, under some conditions, a causal dose–response curve can be recovered by using the G‐computation formula. Most classical methods for estimating such curves when the exposure is continuous rely on restrictive parametric assumptions, which carry significant risk of model misspecification. Non‐parametric estimation in this context is challenging because in a non‐parametric model these curves cannot be estimated at regular rates. Many available non‐parametric estimators are sensitive to the selection of certain tuning parameters, and performing valid inference with such estimators can be difficult. We propose a non‐parametric estimator of a causal dose–response curve known to be monotone. We show that our proposed estimation procedure generalizes the classical least squares isotonic regression estimator of a monotone regression function. Specifically, it does not involve tuning parameters and is invariant to strictly monotone transformations of the exposure variable. We describe theoretical properties of our proposed estimator, including its irregular limit distribution and the potential for doubly robust inference. Furthermore, we illustrate its performance via numerical studies and use it to assess the relationship between body mass index and immune response in human immunodeficiency virus vaccine trials.

Suggested Citation

  • Ted Westling & Peter Gilbert & Marco Carone, 2020. "Causal isotonic regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 719-747, July.
  • Handle: RePEc:bla:jorssb:v:82:y:2020:i:3:p:719-747
    DOI: 10.1111/rssb.12372
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    References listed on IDEAS

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    1. Durot, Cécile, 2003. "A Kolmogorov-type test for monotonicity of regression," Statistics & Probability Letters, Elsevier, vol. 63(4), pages 425-433, July.
    2. Heejung Bang & James M. Robins, 2005. "Doubly Robust Estimation in Missing Data and Causal Inference Models," Biometrics, The International Biometric Society, vol. 61(4), pages 962-973, December.
    3. Díaz Muñoz Iván & van der Laan Mark J., 2011. "Super Learner Based Conditional Density Estimation with Application to Marginal Structural Models," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-20, October.
    4. Groeneboom,Piet & Jongbloed,Geurt, 2014. "Nonparametric Estimation under Shape Constraints," Cambridge Books, Cambridge University Press, number 9780521864015.
    5. Edward H. Kennedy, 2019. "Nonparametric Causal Effects Based on Incremental Propensity Score Interventions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 645-656, April.
    6. Edward H. Kennedy & Zongming Ma & Matthew D. McHugh & Dylan S. Small, 2017. "Non-parametric methods for doubly robust estimation of continuous treatment effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 1229-1245, September.
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    Cited by:

    1. Ao Yuan & Anqi Yin & Ming T. Tan, 2021. "Enhanced Doubly Robust Procedure for Causal Inference," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(3), pages 454-478, December.
    2. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2023. "Bootstrap-Assisted Inference for Generalized Grenander-type Estimators," Papers 2303.13598, arXiv.org, revised Jan 2024.

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