The semiparametric estimation approach, which includes inverse-probability-weighted and doubly robust estimation using propensity scores, is a standard tool for marginal structural models basically used in causal inference, and is rapidly being extended and generalized in various directions. On the other hand, although model selection is indispensable in statistical analysis, information criterion for selecting an appropriate marginal structure has just started to be developed. In this paper, based on the original idea of the information criterion, we derive an AIC-type criterion. We define a risk function based on the Kullback-Leibler divergence as the cornerstone of the information criterion, and treat a general causal inference model that is not necessarily of the type represented as a linear model. The causal effects to be estimated are those in the general population, such as the average treatment effect on the treated or the average treatment effect on the untreated. In light of the fact that doubly robust estimation, which allows either the model of the assignment variable or the model of the outcome variable to be wrong, is attached importance in this field, we will make the information criterion itself doubly robust, so that either one of the two can be wrong and still be a mathematically valid criterion.
翻译:半参数估计方法包括反概率加权和双重强势估计,采用偏差分数,是基本用于因果推断的边缘结构模型的标准工具,而且正在迅速扩展和普及到不同方向。另一方面,虽然在统计分析中选择模型是不可或缺的,但选择适当的边际结构的信息标准刚刚开始开发。在本文件中,根据最初的信息标准概念,我们得出了AIC型标准。我们根据Kullback-Lebeller差异界定了一种风险函数,作为信息标准的基石,并处理一种不一定代表的线性模型的一般因果推断模型。要估计的因果影响是一般人群中的结果,如对治疗的平均治疗效果或对未治疗者的平均治疗效果。鉴于双重有力的估计使分配变量模型或结果变量模型都是错误的,因此,在这个领域,我们将使信息标准本身具有双重性强健性,因此,两种标准中的一种标准都可能是错误的,而且仍然是有效的数学标准。