Two of the principle tasks of causal inference are to define and estimate the effect of a treatment on an outcome of interest. Formally, such treatment effects are defined as a possibly functional summary of the data generating distribution, and are referred to as target parameters. Estimation of the target parameter can be difficult, especially when it is high-dimensional. Marginal Structural Models (MSMs) provide a way to summarize such target parameters in terms of a lower dimensional working model. We introduce the semi-parametric efficiency bound for estimating MSM parameters in a general setting. We then present a frequentist estimator that achieves this bound based on Targeted Minimum Loss-Based Estimation. Our results are derived in a general context, and can be easily adapted to specific data structures and target parameters. We then describe a novel targeted Bayesian estimator and provide a Bernstein von-Mises type result analyzing its asymptotic behavior. We propose a universal algorithm that uses automatic differentiation to put the estimator into practice for arbitrary choice of working model. The frequentist and Bayesian estimators have been implemented in the Julia software package TargetedMSM.jl. Finally, we illustrate our proposed methods by investigating the effect of interventions on family planning behavior using data from a randomized field experiment conducted in Malawi.
翻译:因果关系推断原则的两项任务是界定和估计治疗对利益结果的影响。形式上,这种治疗效果被定义为数据生成分布的可能功能性摘要,并被称为目标参数。目标参数的估算可能很困难,特别是当它是高维时。边际结构模型(MSMS)提供了一种方法,从一个较低维度的工作模型的角度来总结这种目标参数。我们引入了半参数效率,在一般情况下用来估计MSM参数。然后我们提出了一个常客估计器,根据定点最低损失估计实现这一约束。我们的结果是在一般情况下得出的,并被称作目标参数。我们的结果可以很容易地根据具体的数据结构和目标参数进行估计。我们然后描述一个新的目标海湾估计模型,并提供伯恩斯坦 von-Mises类型的结果,分析其轻微行为。我们提出了一个通用的算法,用自动区分法将估计器应用于任意选择工作模型的做法。经常者和Bayesian估计器的测算器,根据定点最小损失的估算法实现这一约束。我们的结果是在一般情况下得出的,我们的结果可以很容易地根据具体的数据结构和目标软件包中进行实验,在最后的实验中,用我们的目标软件软件中应用了一种实验方法。