论文标题

剂量响应估计的快速收敛速率

Fast convergence rates for dose-response estimation

论文作者

Bonvini, Matteo, Kennedy, Edward H.

论文摘要

我们考虑在一定程度上在全球和本地估算剂量反应曲线的问题。在实践中经常出现连续治疗,例如在手术上花费的时间形式,距离前往药物的位置或剂量。让一个表示连续的治疗变量,如果人群中的每个人都接受治疗水平a = a,则推断的目标是预期的结果。在标准假设下,剂量反应函数采用部分平均值的形式。在最近关于非参数回归的文献基础上,我们研究了三个不同的估计量。作为一种全局方法,我们构建了一个基于经验风险最小化的估计器,其二阶剩余项的明确表征。作为本地方法,我们开发了一个两阶段的双重运动(DR)学习者。最后,我们基于高阶影响函数理论构建了MTH级估计器。在某些条件下,此高阶估计器达到了我们知道这个问题的最快收敛速度​​。但是,其他两种方法使用现成软件更容易实现,因为它们被称为两阶段回归任务。对于每个估计器,我们在均方误差上提供一个上限,并在模拟中研究其有限样本的性能。最后,我们描述了一种灵活的,非参数的方法,可以在处理连续时对无毫无疑问的假设进行灵敏度分析。

We consider the problem of estimating a dose-response curve, both globally and locally at a point. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting A denote a continuous treatment variable, the target of inference is the expected outcome if everyone in the population takes treatment level A=a. Under standard assumptions, the dose-response function takes the form of a partial mean. Building upon the recent literature on nonparametric regression with estimated outcomes, we study three different estimators. As a global method, we construct an empirical-risk-minimization-based estimator with an explicit characterization of second-order remainder terms. As a local method, we develop a two-stage, doubly-robust (DR) learner. Finally, we construct a mth-order estimator based on the theory of higher-order influence functions. Under certain conditions, this higher order estimator achieves the fastest rate of convergence that we are aware of for this problem. However, the other two approaches are easier to implement using off-the-shelf software, since they are formulated as two-stage regression tasks. For each estimator, we provide an upper bound on the mean-square error and investigate its finite-sample performance in a simulation. Finally, we describe a flexible, nonparametric method to perform sensitivity analysis to the no-unmeasured-confounding assumption when the treatment is continuous.

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