arXiv subjects

Herbert Susmann

Publications and source records attributed to Herbert Susmann.

13 recordsLinked to original sources

arXiv2024

Temporal Models for Demographic and Global Health Outcomes in Multiple Populations: Introducing the Normal-with-Optional-Shrinkage Data Model Class

Statistical models are used to produce estimates of demographic and global health indicators in populations with limited data. Such models integrate multiple data sources to produce estimates and forecasts with uncertainty based on model assumptions. Model assumptions can be divided into assumptions that describe latent trends in the indicator of interest versus assumptions on the data generating process of the observed data, conditional on the latent process value. Focusing on the latter, we introduce a class of data models that can be used to combine data from multiple sources with various reporting issues. The proposed data model accounts for sampling errors and differences in observational uncertainty based on survey characteristics. In addition, the data model employs horseshoe priors to produce estimates that are robust to outlying observations. We refer to the data model class as the normal-with-optional-shrinkage (NOS) set up. We illustrate the use of the NOS data model for the estimation of modern contraceptive use and other family planning indicators at the national level for countries globally, using survey data.

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arXiv2024

Bayesian Statistical Modeling in Action for Estimation and Forecasting in Low- and Middle-income Countries: The Case of the Family Planning Estimation Tool

The Family Planning Estimation Tool (FPET) is used in low- and middle-income countries to produce estimates and short-term forecasts of family planning indicators, such as modern contraceptive use and unmet need for contraceptives. Estimates are obtained via a Bayesian statistical model that is fitted to country-specific data from surveys and service statistics data. The model has evolved over the last decade based on user inputs. In this paper we summarize the main features of the statistical model used in FPET and introduce recent updates related to capturing contraceptive transitions, fitting to survey data that may be error prone, and the use of service statistics data. We assess model performance through a validation exercise and find that FPET is reasonably well calibrated. We use our experience with FPET to briefly discuss lessons learned and open challenges related to the broader field of statistical modeling for monitoring of demographic and global health indicators.

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arXiv2024

Causal-DRF: Conditional Kernel Treatment Effect Estimation using Distributional Random Forest

The conditional average treatment effect (CATE) is a commonly targeted statistical parameter for measuring the effect of a treatment conditional on covariates. However, the CATE will fail to capture effects of treatments beyond differences in conditional expectations. Inspired by causal forests for CATE estimation, we develop a forest-based method to estimate the conditional kernel treatment effect (CKTE), based on the recently introduced Distributional Random Forest (DRF) algorithm. Adapting the splitting criterion of DRF, we show how one forest fit can be used to obtain a consistent and asymptotically normal estimator of the CKTE, as well as an approximation of its sampling distribution. This allows to study the difference in distribution between control and treatment group and thus yields a more comprehensive understanding of the treatment effect.

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arXiv2024

Doubly Robust Nonparametric Efficient Estimation for Provider Evaluation

Provider profiling has the goal of identifying healthcare providers with exceptional patient outcomes. When evaluating providers, adjustment is necessary to control for differences in case-mix between different providers. Direct and indirect standardization are two popular risk adjustment methods. In causal terms, direct standardization examines a counterfactual in which the entire target population is treated by one provider. Indirect standardization, commonly expressed as a standardized outcome ratio, examines the counterfactual in which the population treated by a provider had instead been randomly assigned to another provider. Our first contribution is to present nonparametric efficiency bound for direct and indirectly standardized provider metrics by deriving their efficient influence functions. Our second contribution is to propose fully nonparametric estimators based on targeted minimum loss-based estimation that achieve the efficiency bounds. The finite-sample performance of the estimator is investigated through simulation studies. We apply our methods to evaluate dialysis facilities in New York State in terms of unplanned readmission rates using a large Medicare claims dataset. A software implementation of our methods is available in the R package TargetedRisk.

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arXiv2024

Flexibly Modeling Shocks to Demographic and Health Indicators with Bayesian Shrinkage Priors

Demographic and health indicators may exhibit short or large short-term shocks; for example, armed conflicts, epidemics, or famines may cause shocks in period measures of life expectancy. Statistical models for estimating historical trends and generating future projections of these indicators for a large number of populations may be biased or not well probabilistically calibrated if they do not account for the presence of shocks. We propose a flexible method for modeling shocks when producing estimates and projections for multiple populations. The proposed approach makes no assumptions about the shape or duration of a shock, and requires no prior knowledge of when shocks may have occurred. Our approach is based on the modeling of shocks in level of the indicator of interest. We use Bayesian shrinkage priors such that shock terms are shrunk to zero unless the data suggest otherwise. The method is demonstrated in a model for male period life expectancy at birth. We use as a starting point an existing projection model and expand it by including the shock terms, modeled by the Bayesian shrinkage priors. Out-of-sample validation exercises find that including shocks in the model results in sharper uncertainty intervals without sacrificing empirical coverage or prediction error.

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arXiv2024

Bayesian Projection of Extant Refugee and Asylum Seeker Populations

Estimates of future migration patterns are of broad interest in demography. Forced migration, including refugee and asylum seekers, plays an important role in overall migration patterns, but is notoriously difficult to forecast. Focusing on refugees and asylum seekers, we propose a modeling pipeline based on Bayesian hierarchical time-series modeling for projecting refugee population official statistics by country of origin using data from the United Nations High Commissioner for Refugees (UNHCR). Our approach is based on a conceptual model of refugee and asylum seeker populations following growth and decline phases, separated by a peak. The growth and decline phases are modeled by logistic growth and decline through an interrupted logistic process model. We evaluate our method through a set of validation exercises that show it has good performance for forecasts at 1, 5, and 10 year horizons, and we present projections for 35 countries of origin of large refugee and asylum seeker population.

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arXiv2024

Longitudinal Generalizations of the Average Treatment Effect on the Treated for Multi-valued and Continuous Treatments

The Average Treatment Effect on the Treated (ATT) is a common causal parameter defined as the average effect of a binary treatment among the subset of the population receiving treatment. We propose a novel family of parameters, Generalized ATTs (GATTs), that generalize the concept of the ATT to longitudinal data structures, multi-valued or continuous treatments, and conditioning on arbitrary treatment subsets. We provide a formal causal identification result that expresses the GATT in terms of sequential regressions, and derive the efficient influence function of the parameter, which defines its semi-parametric efficiency bound. Efficient semi-parametric inference of the GATT requires estimating the ratios of functions of conditional probabilities (or densities); we propose directly estimating these ratios via empirical loss minimization, drawing on the theory of Riesz representers. Simulations suggest that estimation of the density ratios using Riesz representation have better stability in finite samples. Lastly, we illustrate the use of our methods to evaluate the effect of chronic pain management strategies on the development of opioid use disorder among Medicare patients with chronic pain.

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arXiv2023

AdaptiveConformal: An R Package for Adaptive Conformal Inference

Conformal Inference (CI) is a popular approach for generating finite sample prediction intervals based on the output of any point prediction method when data are exchangeable. Adaptive Conformal Inference (ACI) algorithms extend CI to the case of sequentially observed data, such as time series, and exhibit strong theoretical guarantees without having to assume exchangeability of the observed data. The common thread that unites algorithms in the ACI family is that they adaptively adjust the width of the generated prediction intervals in response to the observed data. We provide a detailed description of five ACI algorithms and their theoretical guarantees, and test their performance in simulation studies. We then present a case study of producing prediction intervals for influenza incidence in the United States based on black-box point forecasts. Implementations of all the algorithms are released as an open-source R package, AdaptiveConformal, which also includes tools for visualizing and summarizing conformal prediction intervals.

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arXiv2023

Quantile Super Learning for independent and online settings with application to solar power forecasting

Estimating quantiles of an outcome conditional on covariates is of fundamental interest in statistics with broad application in probabilistic prediction and forecasting. We propose an ensemble method for conditional quantile estimation, Quantile Super Learning, that combines predictions from multiple candidate algorithms based on their empirical performance measured with respect to a cross-validated empirical risk of the quantile loss function. We present theoretical guarantees for both iid and online data scenarios. The performance of our approach for quantile estimation and in forming prediction intervals is tested in simulation studies. Two case studies related to solar energy are used to illustrate Quantile Super Learning: in an iid setting, we predict the physical properties of perovskite materials for photovoltaic cells, and in an online setting we forecast ground solar irradiance based on output from dynamic weather ensemble models.

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arXiv2023

A Bayesian analysis of current duration data with reporting issues: an application to estimating the distribution of time-between-sex from time-since-last-sex data as collected in cross-sectional surveys in low- and middle-income countries

Aggregate measures of family planning are used to monitor demand for and usage of contraceptive methods in populations globally, for example as part of the FP2030 initiative. Family planning measures for low- and middle-income countries are typically based on data collected through cross-sectional household surveys. Recently proposed measures account for sexual activity through assessment of the distribution of time-between-sex (TBS) in the population of interest. In this paper, we propose a statistical approach to estimate the distribution of TBS using data typically available in low- and middle-income countries, while addressing two major challenges. The first challenge is that timing of sex information is typically limited to women's time-since-last-sex (TSLS) data collected in the cross-sectional survey. In our proposed approach, we adopt the current duration method to estimate the distribution of TBS using the available TSLS data, from which the frequency of sex at the population level can be derived. Furthermore, the observed TSLS data are subject to reporting issues because they can be reported in different units and may be rounded off. To apply the current duration approach and account for these data reporting issues, we develop a flexible Bayesian model, and provide a detailed technical description of the proposed modeling approach.

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arXiv2023

Inference in Marginal Structural Models by Automatic Targeted Bayesian and Minimum Loss-Based Estimation

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.

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arXiv2023

Flexible Modeling of Demographic Transition Processes with a Bayesian Hierarchical B-splines Model

Several demographic and health indicators, including the total fertility rate (TFR) and modern contraceptive use rate (mCPR), evolve similarly over time, characterized by a transition between stable states. Existing approaches for estimation or projection of transitions in multiple populations have successfully used parametric functions to capture the relation between the rate of change of an indicator and its level. However, incorrect parametric forms may result in bias or incorrect coverage in long-term projections. We propose a new class of models to capture demographic transitions in multiple populations. Our proposal, the B-spline Transition Model (BTM), models the relationship between the rate of change of an indicator and its level using B-splines, allowing for data-adaptive estimation of transition functions. Bayesian hierarchical models are used to share information on the transition function between populations. We apply the BTM to estimate and project country-level TFR and mCPR and compare the results against those from extant parametric models. For TFR, BTM projections have generally lower error than the comparison model. For mCPR, while results are comparable between BTM and a parametric approach, the B-spline model generally improves out-of-sample predictions. The case studies suggest that the BTM may be considered for demographic applications.

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arXiv2021

Temporal models for demographic and global health outcomes in multiple populations: Introducing a new framework to review and standardize documentation of model assumptions and facilitate model comparison

There is growing interest in producing estimates of demographic and global health indicators in populations with limited data. Statistical models are needed to combine data from multiple data sources into estimates and projections with uncertainty. Diverse modeling approaches have been applied to this problem, making comparisons between models difficult. We propose a model class, Temporal Models for Multiple Populations (TMMPs), to facilitate documentation of model assumptions in a standardized way and comparison across models. The class distinguishes between latent trends and the observed data, which may be noisy or exhibit systematic biases. We provide general formulations of the process model, which describes the latent trend of the indicator of interest. We show how existing models for a variety of indicators can be written as TMMPs and how the TMMP-based description can be used to compare and contrast model assumptions. We end with a discussion of outstanding questions and future directions.

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