estimand
Nonparametric efficient inference for network quantile causal effects under partial interference
Interference arises when the treatment assigned to one individual affects the outcomes of other individuals. Commonly, individuals are naturally grouped into clusters, and interference occurs only among individuals within the same cluster, a setting referred to as partial interference. We study network causal effects on outcome quantiles in the presence of partial interference. We develop a general nonparametric efficiency theory for estimating these network quantile causal effects, which leads to a nonparametrically efficient estimator. The proposed estimator is consistent and asymptotically normal with parametric convergence rates, while allowing for flexible, data-adaptive estimation of complex nuisance functions. We leverage a three-way cross-fitting procedure that avoids direct estimation of the conditional outcome distribution. Simulations demonstrate adequate finite-sample performance of the proposed estimators, and we apply the methods to a clustered observational study.
- Education (0.68)
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Nonparametric Regression Discontinuity Designs with Survival Outcomes
Schuessler, Maximilian, Sverdrup, Erik, Tibshirani, Robert, Wager, Stefan
Quasi-experimental evaluations are central for generating real-world causal evidence and complementing insights from randomized trials. The regression discontinuity design (RDD) is a quasi-experimental design that can be used to estimate the causal effect of treatments that are assigned based on a running variable crossing a threshold. Such threshold-based rules are ubiquitous in healthcare, where predictive and prognostic biomarkers frequently guide treatment decisions. However, standard RD estimators rely on complete outcome data, an assumption often violated in time-to-event analyses where censoring arises from loss to follow-up. To address this issue, we propose a nonparametric approach that leverages doubly robust censoring corrections and can be paired with existing RD estimators. Our approach can handle multiple survival endpoints, long follow-up times, and covariate-dependent variation in survival and censoring. We discuss the relevance of our approach across multiple areas of applications and demonstrate its usefulness through simulations and the prostate component of the Prostate, Lung, Colorectal and Ovarian (PLCO) Cancer Screening Trial where our new approach offers several advantages, including higher efficiency and robustness to misspecification. We have also developed an open-source software package, $\texttt{rdsurvival}$, for the $\texttt{R}$ language.
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Conditional Outcome Equivalence: A Quantile Alternative to CATE
The conditional quantile treatment effect (CQTE) can provide insight into the effect of a treatment beyond the conditional average treatment effect (CA TE). This ability to provide information over multiple quantiles of the response makes the CQTE especially valuable in cases where the effect of a treatment is not well-modelled by a location shift, even conditionally on the covariates. Nevertheless, the estimation of the CQTE is challenging and often depends upon the smoothness of the individual quantiles as a function of the covariates rather than smoothness of the CQTE itself. This is in stark contrast to the CA TE where it is possible to obtain high-quality estimates which have less dependency upon the smoothness of the nuisance parameters when the CA TE itself is smooth. Moreover, relative smoothness of the CQTE lacks the interpretability of smoothness of the CA TE making it less clear whether it is a reasonable assumption to make.
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Efficient and Debiased Learning of Average Hazard Under Non-Proportional Hazards
Meng, Xiang, Tian, Lu, Kehl, Kenneth, Uno, Hajime
The hazard ratio from the Cox proportional hazards model is a ubiquitous summary of treatment effect. However, when hazards are non-proportional, the hazard ratio can lose a stable causal interpretation and become study-dependent because it effectively averages time-varying effects with weights determined by follow-up and censoring. We consider the average hazard (AH) as an alternative causal estimand: a population-level person-time event rate that remains well-defined and interpretable without assuming proportional hazards. Although AH can be estimated nonparametrically and regression-style adjustments have been proposed, existing approaches do not provide a general framework for flexible, high-dimensional nuisance estimation with valid sqrt{n} inference. We address this gap by developing a semiparametric, doubly robust framework for covariate-adjusted AH. We establish pathwise differentiability of AH in the nonparametric model, derive its efficient influence function, and construct cross-fitted, debiased estimators that leverage machine learning for nuisance estimation while retaining asymptotically normal, sqrt{n}-consistent inference under mild product-rate conditions. Simulations demonstrate that the proposed estimator achieves small bias and near-nominal confidence-interval coverage across proportional and non-proportional hazards settings, including crossing-hazards regimes where Cox-based summaries can be unstable. We illustrate practical utility in comparative effectiveness research by comparing immunotherapy regimens for advanced melanoma using SEER-Medicare linked data.
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Decomposition of Spillover Effects Under Misspecification:Pseudo-true Estimands and a Local--Global Extension
Applied work with interference typically models outcomes as functions of own treatment and a low-dimensional exposure mapping of others' treatments, even when that mapping may be misspecified. This raises a basic question: what policy object are exposure-based estimands implicitly targeting, and how should we interpret their direct and spillover components relative to the underlying policy question? We take as primitive the marginal policy effect, defined as the effect of a small change in the treatment probability under the actual experimental design, and show that any researcher-chosen exposure mapping induces a unique pseudo-true outcome model. This model is the best approximation to the underlying potential outcomes that depends only on the user-chosen exposure. Utilizing that representation, the marginal policy effect admits a canonical decomposition into exposure-based direct and spillover effects, and each component provides its optimal approximation to the corresponding oracle objects that would be available if interference were fully known. We then focus on a setting that nests important empirical and theoretical applications in which both local network spillovers and global spillovers, such as market equilibrium, operate. There, the marginal policy effect further decomposes asymptotically into direct, local, and global channels. An important implication is that many existing methods are more robust than previously understood once we reinterpret their targets as channel-specific components of this pseudo-true policy estimand. Simulations and a semi-synthetic experiment calibrated to a large cash-transfer experiment show that these components can be recovered in realistic experimental designs.
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E-QRGMM: Efficient Generative Metamodeling for Covariate-Dependent Uncertainty Quantification
Liang, Zhiyang, Zhang, Qingkai
Covariate-dependent uncertainty quantification in simulation-based inference is crucial for high-stakes decision-making but remains challenging due to the limitations of existing methods such as conformal prediction and classical bootstrap, which struggle with covariate-specific conditioning. We propose Efficient Quantile-Regression-Based Generative Metamodeling (E-QRGMM), a novel framework that accelerates the quantile-regression-based generative metamodeling (QRGMM) approach by integrating cubic Hermite interpolation with gradient estimation. Theoretically, we show that E-QRGMM preserves the convergence rate of the original QRGMM while reducing grid complexity from $O(n^{1/2})$ to $O(n^{1/5})$ for the majority of quantile levels, thereby substantially improving computational efficiency. Empirically, E-QRGMM achieves a superior trade-off between distributional accuracy and training speed compared to both QRGMM and other advanced deep generative models on synthetic and practical datasets. Moreover, by enabling bootstrap-based construction of confidence intervals for arbitrary estimands of interest, E-QRGMM provides a practical solution for covariate-dependent uncertainty quantification.