断点回归设计中二元结果的贝叶斯建模

Bayesian Modelling for Binary Outcomes in the Regression Discontinuity Design

Journal of the Royal Statistical Society. Series A: Statistics in Society · 2019
被引 8
ABS 3

中文导读

针对断点回归设计中结果变量为二元的情况,利用与工具变量的联系估计因果风险比,并引入贝叶斯先验约束避免负置信下限,模拟和实例表明方法优于传统估计。

Abstract

Summary The regression discontinuity (RD) design is a quasi-experimental design which emulates a randomized study by exploiting situations where treatment is assigned according to a continuous variable as is common in many drug treatment guidelines. The RD design literature focuses principally on continuous outcomes. We exploit the link between the RD design and instrumental variables to obtain an estimate for the causal risk ratio for the treated when the outcome is binary. Occasionally this risk ratio for the treated estimator can give negative lower confidence bounds. In the Bayesian framework we impose prior constraints that prevent this from happening. This is novel and cannot be easily reproduced in a frequentist framework. We compare our estimators with those based on estimating equation and generalized methods-of-moments methods. On the basis of extensive simulations our methods compare favourably with both methods and we apply our method to a real example to estimate the effect of statins on the probability of low density lipoprotein cholesterol levels reaching recommended levels.

断点回归设计贝叶斯推断因果推断二元结果工具变量