Searcharxiv⌕ Search

arXiv subjects

Donald B. Rubin

Publications and source records attributed to Donald B. Rubin.

23 records · Page 2Linked to original sources
arXiv2008

For objective causal inference, design trumps analysis

For obtaining causal inferences that are objective, and therefore have the best chance of revealing scientific truths, carefully designed and executed randomized experiments are generally considered to be the gold standard. Observational studies, in contrast, are generally fraught with problems that compromise any claim for objectivity of the resulting causal inferences. The thesis here is that observational studies have to be carefully designed to approximate randomized experiments, in particular, without examining any final outcome data. Often a candidate data set will have to be rejected as inadequate because of lack of data on key covariates, or because of lack of overlap in the distributions of key covariates between treatment and control groups, often revealed by careful propensity score analyses. Sometimes the template for the approximating randomized experiment will have to be altered, and the use of principal stratification can be helpful in doing this. These issues are discussed and illustrated using the framework of potential outcomes to define causal effects, which greatly clarifies critical issues.

stat.AP↗
arXiv2006

Causal Inference Through Potential Outcomes and Principal Stratification: Application to Studies with "Censoring" Due to Death

Causal inference is best understood using potential outcomes. This use is particularly important in more complex settings, that is, observational studies or randomized experiments with complications such as noncompliance. The topic of this lecture, the issue of estimating the causal effect of a treatment on a primary outcome that is ``censored'' by death, is another such complication. For example, suppose that we wish to estimate the effect of a new drug on Quality of Life (QOL) in a randomized experiment, where some of the patients die before the time designated for their QOL to be assessed. Another example with the same structure occurs with the evaluation of an educational program designed to increase final test scores, which are not defined for those who drop out of school before taking the test. A further application is to studies of the effect of job-training programs on wages, where wages are only defined for those who are employed. The analysis of examples like these is greatly clarified using potential outcomes to define causal effects, followed by principal stratification on the intermediated outcomes (e.g., survival).

math.ST↗
arXiv2006

Affinely invariant matching methods with discriminant mixtures of proportional ellipsoidally symmetric distributions

In observational studies designed to estimate the effects of interventions or exposures, such as cigarette smoking, it is desirable to try to control background differences between the treated group (e.g., current smokers) and the control group (e.g., never smokers) on covariates $X$ (e.g., age, education). Matched sampling attempts to effect this control by selecting subsets of the treated and control groups with similar distributions of such covariates. This paper examines the consequences of matching using affinely invariant methods when the covariate distributions are ``discriminant mixtures of proportional ellipsoidally symmetric'' (DMPES) distributions, a class herein defined, which generalizes the ellipsoidal symmetry class of Rubin and Thomas [Ann. Statist. 20 (1992) 1079--1093]. The resulting generalized results help indicate why earlier results hold quite well even when the simple assumption of ellipsoidal symmetry is not met [e.g., Biometrics 52 (1996) 249--264]. Extensions to conditionally affinely invariant matching with conditionally DMPES distributions are also discussed.

math.ST↗
arXiv2006

Estimating the Causal Effects of Marketing Interventions Using Propensity Score Methodology

Propensity score methods were proposed by Rosenbaum and Rubin [Biometrika 70 (1983) 41--55] as central tools to help assess the causal effects of interventions. Since their introduction more than two decades ago, they have found wide application in a variety of areas, including medical research, economics, epidemiology and education, especially in those situations where randomized experiments are either difficult to perform, or raise ethical questions, or would require extensive delays before answers could be obtained. In the past few years, the number of published applications using propensity score methods to evaluate medical and epidemiological interventions has increased dramatically. Nevertheless, thus far, we believe that there have been few applications of propensity score methods to evaluate marketing interventions (e.g., advertising, promotions), where the tradition is to use generally inappropriate techniques, which focus on the prediction of an outcome from background characteristics and an indicator for the intervention using statistical tools such as least-squares regression, data mining, and so on. With these techniques, an estimated parameter in the model is used to estimate some global ``causal'' effect. This practice can generate grossly incorrect answers that can be self-perpetuating: polishing the Ferraris rather than the Jeeps ``causes'' them to continue to win more races than the Jeeps $\Leftrightarrow$ visiting the high-prescribing doctors rather than the low-prescribing doctors ``causes'' them to continue to write more prescriptions. This presentation will take ``causality'' seriously, not just as a casual concept implying some predictive association in a data set, and will illustrate why propensity score methods are generally superior in practice to the standard predictive approaches for estimating causal effects.

math.ST↗