Abstract. The propensity score is the conditional probability of assignment to a particular treatment given a vector of observed covariates. Both large and
Reducing Bias in Observational Studies Using Subclassification on the Propensity Score
The propensity score is the conditional probability of assignment to a particular treatment given a vector of observed covariates. Previous theoretical arguments have shown that subclassification on the propensity score will balance all observed covariates. Subclassification on an estimated propensity score is illustrated, using observational data on treatments for coronary artery disease. Five subclasses defined by the estimated propensity score are constructed that balance 74 covariates, and thereby provide estimates of treatment effects using direct adjustment. These subclasses are applied within subpopulations, and model-based adjustments are then used to provide estimates of treatment effects within these subpopulations. Two appendixes address theoretical issues related to the application: the effectiveness of subclassification on the propensity score in removing bias, and balancing properties of propensity scores with incomplete data.
mediation: R Package for Causal Mediation Analysis
In this paper, we describe the R package mediation for conducting causal mediation analysis in applied empirical research. In many scientific disciplines, the goal of researchers is not only estimating causal effects of a treatment but also understanding the process in which the treatment causally affects the outcome. Causal mediation analysis is frequently used to assess potential causal mechanisms. The mediation package implements a comprehensive suite of statistical tools for conducting such an analysis. The package is organized into two distinct approaches. Using the model-based approach, researchers can estimate causal mediation effects and conduct sensitivity analysis under the standard research design. Furthermore, the design-based approach provides several analysis tools that are applicable under different experimental designs. This approach requires weaker assumptions than the model-based approach. We also implement a statistical method for dealing with multiple (causally dependent) mediators, which are often encountered in practice. Finally, the package also offers a methodology for assessing causal mediation in the presence of treatment noncompliance, a common problem in randomized trials.
Estimating Causal Effects of Treatments in Randomized and Nonrandomized Studies
Presents a discussion of matching, randomization, random sampling, and other methods of controlling extraneous variation. The objective was to specify the benefits of randomization in estimating causal effects of treatments. It is concluded that randomization should be employed whenever possible but that the use of carefully controlled nonrandomized data to estimate causal effects is a reasonable and necessary procedure in many cases.
Statistical Models Answer the Fundamental Clinical Question and Provide Clinical Trial Estimands – Statistical Thinking
Specific goals and estimation targets for randomized clinical trials have still not been well defined for general outcome variables. Proponents of causal inference calculus have claimed to define goals and estimands, but they have largely done so in a way that is not concordant with the most popular design, the parallel-group randomized trial. Causal inferential methods require the use of counterfactuals that are not informed by any data (outside of crossover studies) and make assumptions that are unverifiable, e.g., about the correlation structure of potential outcomes. Causal inferential structure also leads practitioners to act as if marginal treatment effect estimates are both helpful in decision making and transport to populations when in fact neither is true. Heterogeneity of participants within a treatment arm dictates heterogeneity of outcomes and heterogeneity of treatment effects when quantified on an absolute scale. Statistical models are best poised for estimation and causal inference that is specific to patient types. The increasing generality and robustness of statistical models bolsters the case. In this article I provide a succinct statement of the clinical goal of a parallel-group trial, and statistical estimands for it in the context of a general family of robust and efficient ordinal models that contain virtually all routinely used statistical models and tests as special cases.
Addressing Moderated Mediation Hypotheses: Theory, Methods, and Prescriptions
This article provides researchers with a guide to properly construe and conduct analyses of conditional indirect effects, commonly known as moderated mediation effects. We disentangle conflicting d...
The C-Word: Scientific Euphemisms Do Not Improve Causal Inference From Observational Data
Causal inference is a core task of science. However, authors and editors often refrain from explicitly acknowledging the causal goal of research projects; they refer to causal effect estimates as associational estimates. This commentary argues that using the term “causal” is necessary to improve the quality of observational research. Specifically, being explicit about the causal objective of a study reduces ambiguity in the scientific question, errors in the data analysis, and excesses in the interpretation of the results.
A Statistical Interrogation of “The Case for Causality, Part 1” by Rausch and Haidt – Matthew B. Jané
I don’t know anything about the literature on social media and mental health so my focus on this post is to interrogate the statistical approach taken by the article written by Zach Rausch and Jonathon Haidt (link here) and to some extent the original meta-analysis by Ferguson.
Reconsidering Baron and Kenny: Myths and Truths about Mediation Analysis
Abstract. Baron and Kenny’s procedure for determining if an independent variable affects a dependent variable through some mediator is so well known that i
How Field Experiments in Economics Can Complement Psychological Research on Judgment Biases
This review summarizes results of field experiments examining individual behaviors across several market settings—from open-air markets to rideshare markets to tax-compliance markets—where people sort themselves into market roles wherein they make consequential decisions. Using three distinct examples from my own research on the endowment effect, left-digit bias, and omission bias, I showcase how field experiments can help researchers understand mediators, heterogeneity, and causal moderation involved in judgment biases in the field. In this manner, the review highlights that economic field experiments can serve an invaluable intellectual role alongside traditional laboratory research.
Recursive partitioning for heterogeneous causal effects
In this paper we propose methods for estimating heterogeneity in causal effects in experimental and observational studies and for conducting hypothesis tests about the magnitude of differences in treatment effects across subsets of the population. We provide a data-driven approach to partition the data into subpopulations that differ in the magnitude of their treatment effects. The approach enables the construction of valid confidence intervals for treatment effects, even with many covariates relative to the sample size, and without “sparsity” assumptions. We propose an “honest” approach to estimation, whereby one sample is used to construct the partition and another to estimate treatment effects for each subpopulation. Our approach builds on regression tree methods, modified to optimize for goodness of fit in treatment effects and to account for honest estimation. Our model selection criterion anticipates that bias will be eliminated by honest estimation and also accounts for the effect of making additional splits on the variance of treatment effect estimates within each subpopulation. We address the challenge that the “ground truth” for a causal effect is not observed for any individual unit, so that standard approaches to cross-validation must be modified. Through a simulation study, we show that for our preferred method honest estimation results in nominal coverage for 90% confidence intervals, whereas coverage ranges between 74% and 84% for nonhonest approaches. Honest estimation requires estimating the model with a smaller sample size; the cost in terms of mean squared error of treatment effects for our preferred method ranges between 7–22%.
Collaborative Causal Inference with Fair Incentives
Collaborative causal inference (CCI) aims to improve the estimation of the causal effect of treatment variables by utilizing data aggregated from multiple self-interested parties. Since their source data are valuable proprietary assets that can be costly or tedious to obtain, every party has to be incentivized to be willing to contribute to the collaboration, such as with a guaranteed fair and sufficiently valuable reward (than performing causal inference on its own). This paper presents a reward scheme designed using the unique statistical properties that are required by causal inference to guarantee certain desirable incentive criteria (e.g., fairness, benefit) for the parties based on their contributions. To achieve this, we propose a data valuation function to value parties’ data for CCI based on the distributional closeness of its resulting treatment effect estimate to that utilizing the aggregated data from all parties. Then, we show how to value the parties’ rewards fairly based on a modified variant of the Shapley value arising from our proposed data valuation for CCI. Finally, the Shapley fair rewards to the parties are realized in the form of improved, stochastically perturbed treatment effect estimates. We empirically demonstrate the effectiveness of our reward scheme using simulated and real-world datasets.
Effects of international sanctions on age-specific mortality: a cross-national panel data analysis
Background Previous research has shown a correlation between the imposition of sanctions and worsening health conditions in target countries. However, the direction of causality in this relationship remains unclear. No study has yet examined the effects of sanctions on age-specific mortality rates in cross-country panel data using methods designed to address causal identification in observational data. Methods In this cross-national panel data analysis, we analysed the effect on health of sanctions using a panel dataset of age-specific mortality rates and sanctions episodes for 152 countries between 1971 and 2021. We apply a range of methods designed to address causal questions using observational data, including entropy balancing, Granger causality, event-study representations, and instrumental variables. Findings Our findings showed a significant causal association between sanctions and increased mortality. We found the strongest effects for unilateral, economic, and US sanctions, whereas we found no statistical evidence of an effect for UN sanctions. Mortality effects ranged from 8·4 log points (95% CI 3·9–13·0) for children younger than 5 years to 2·4 log points (0·9–4·0) for individuals aged 60–80 years. We estimated that unilateral sanctions were associated with an annual toll of 564 258 deaths (95% CI 367 838–760 677), similar to the global mortality burden associated with armed conflict. Interpretation Sanctions have substantial adverse effects on public health, with a death toll similar to that of wars. Our findings underscore the need to rethink sanctions as a foreign-policy tool, highlighting the importance of exercising restraint in their use and seriously considering efforts to reform their design. Funding The Center for Economic and Policy Research.
Causality
Written by one of the preeminent researchers in the field, this book provides a comprehensive exposition of modern analysis of causation. It shows how causality has grown from a nebulous concept into a mathematical theory with significant applications in the fields of statistics, artificial intelligence, economics, philosophy, cognitive science, and the health and social sciences. Judea Pearl presents and unifies the probabilistic, manipulative, counterfactual, and structural approaches to causation and devises simple mathematical tools for studying the relationships between causal connections and statistical associations. Cited in more than 2,100 scientific publications, it continues to liberate scientists from the traditional molds of statistical thinking. In this revised edition, Judea Pearl elucidates thorny issues, answers readers' questions, and offers a panoramic view of recent advances in this field of research. Causality will be of interest to students and professionals in a wide variety of fields. Dr Judea Pearl has received the 2011 Rumelhart Prize for his leading research in Artificial Intelligence (AI) and systems from The Cognitive Science Society.
Introduction to Statistical Mediation Analysis
This volume introduces the statistical, methodological, and conceptual aspects of mediation analysis. Applications from health, social, and developmental psychology, sociology, communication, exercise science, and epidemiology are emphasized throughout. Single-mediator, multilevel, and longitudinal models are reviewed. The author's goal is to help the reader apply mediation analysis to their own data and understand its limitations. Each chapter features an overview, numerous worked examples, a summary, and exercises (with answers to the odd numbered questions). The accompanying CD contains outputs described in the book from SAS, SPSS, LISREL, EQS, MPLUS, and CALIS, and a program to simulate the model. The notation used is consistent with existing literature on mediation in psychology. The book opens with a review of the types of research questions the mediation model addresses. Part II describes the estimation of mediation effects including assumptions, statistical tests, and the construction of confidence limits. Advanced models including mediation in path analysis, longitudinal models, multilevel data, categorical variables, and mediation in the context of moderation are then described. The book closes with a discussion of the limits of mediation analysis, additional approaches to identifying mediating variables, and future directions. Introduction to Statistical Mediation Analysis is intended for researchers and advanced students in health, social, clinical, and developmental psychology as well as communication, public health, nursing, epidemiology, and sociology. Some exposure to a graduate level research methods or statistics course is assumed. The overview of mediation analysis and the guidelines for conducting a mediation analysis will be appreciated by all readers.
Human Adults and LLMs as Scientists: Who Benefits from Active Exploration?
A long-standing finding in the causal learning literature is that adults struggle to identify conjunctive causal rules, where an effect requires the simultaneous presence of multiple causes, while...
Why Adjusted Regression Coefficients Are Less Descriptive Than They Look | R Psychologist
An interactive article about how regression adjustment works and the pitfalls of conditional associations in descriptive studies.
