变量消除、图约简与高效g公式

Variable elimination, graph reduction and the efficient g-formula

Biometrika · 2022
被引 1
ABS 4

中文导读

本文研究因果有向无环图中干预均值的有效估计,提出图形准则消除无信息变量,并构建约简图上的g公式,使非参数估计量在原始模型下渐近有效。

Abstract

Summary We study efficient estimation of an interventional mean associated with a point exposure treatment under a causal graphical model represented by a directed acyclic graph without hidden variables. Under such a model, a subset of the variables may be uninformative, in that failure to measure them neither precludes identification of the interventional mean nor changes the semiparametric variance bound for regular estimators of it. We develop a set of graphical criteria that are sound and complete for eliminating all the uninformative variables, so that the cost of measuring them can be saved without sacrificing estimation efficiency, which could be useful when designing a planned observational or randomized study. Further, we construct a reduced directed acyclic graph on the set of informative variables only. We show that the interventional mean is identified from the marginal law by the g-formula (Robins, 1986) associated with the reduced graph, and the semiparametric variance bounds for estimating the interventional mean under the original and the reduced graphical model agree. The g-formula is an irreducible, efficient identifying formula in the sense that the nonparametric estimator of the formula, under regularity conditions, is asymptotically efficient under the original causal graphical model, and no formula with this property exists that depends only on a strict subset of the variables.

因果推断图模型非参数统计估计效率