论文标题

对协变量自适应随机化的回归调整的一般理论:OLS,Lasso及以后

A general theory of regression adjustment for covariate-adaptive randomization: OLS, Lasso, and beyond

论文作者

Liu, Hanzhong, Tu, Fuyi, Ma, Wei

论文摘要

我们考虑在随机实验中估计和推断治疗效果的问题。实际上,在设计阶段通常使用分层的随机化,或更一般的协变量自适应随机化,以平衡与结果最相关的几个变量的处理分配。然后,在分析阶段进行回归以调整剩余的不平衡,以产生更有效的治疗效果估计器。在协变量随机化下,基于普通最小二乘调整后的估计量获得的最新结果,本文提出了回归调整的一般理论,该理论允许任意模型错误指定和大量基线协变量。我们在两个套索调整后的治疗效应估计器上举例说明了这一理论,它们在各自的类别中都是最佳的。此外,提出了非参数一致方差估计器以促进有效的推论,而这些推论无关使用的特定随机化方法。通过模拟研究和临床试验示例证明了提出的估计量的鲁棒性和提高效率。这项研究阐明了通过在协变量随机实验中实施机器学习方法来提高治疗效应估计效率。

We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance the treatment allocations with respect to a few variables that are most relevant to the outcomes. Then, regression is performed in the analysis stage to adjust the remaining imbalances to yield more efficient treatment effect estimators. Building upon and unifying the recent results obtained for ordinary least squares adjusted estimators under covariate-adaptive randomization, this paper presents a general theory of regression adjustment that allows for arbitrary model misspecification and the presence of a large number of baseline covariates. We exemplify the theory on two Lasso-adjusted treatment effect estimators, both of which are optimal in their respective classes. In addition, nonparametric consistent variance estimators are proposed to facilitate valid inferences, which work irrespective of the specific randomization methods used. The robustness and improved efficiency of the proposed estimators are demonstrated through a simulation study and a clinical trial example. This study sheds light on improving treatment effect estimation efficiency by implementing machine learning methods in covariate-adaptive randomized experiments.

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