Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores close to 0 or 1, and therefore both practical and theoretical researchers suggest dropping units with extreme estimated propensity scores. However, existing trimming methods ignore the uncertainty in this design stage and restrict inference only to the trimmed sample, due to the non-smoothness of the trimming. We propose a smooth weighting, which approximates the existing sample trimming but has better asymptotic properties. An advantage of the new smoothly weighted estimator is its asymptotic linearity, which ensures that the bootstrap can be used to make inference for the target population, incorporating uncertainty arising from both the design and analysis stages. We also extend the theory to the average treatment effect on the treated, suggesting trimming samples with estimated propensity scores close to 1.
翻译:与观察研究有关的原因推论往往取决于不同治疗组群中共变分布缺乏根据和重叠的假设。当某些单位的倾向性分数接近0或1时,重叠的假设就会被违反,因此,实际和理论研究人员都建议采用极端估计倾向性分数的下降单位。然而,现有的三重方法忽视了这一设计阶段的不确定性,并将推论限制在仅对减缩样本的推论上,因为裁剪不均匀。我们提议了一种平稳的加权,它接近现有样本的三角分布,但具有较好的消沉性特性。新的平稳加权估测器的一个优点是其消沉性直线性,它确保靴杆能够用来对目标人群作出推论,同时纳入设计和分析阶段产生的不确定性。我们还将理论扩大到对被处理者的平均治疗效果,建议三重采样与估计的偏度分数接近1。