arXiv subjects

Kosuke Imai

Publications and source records attributed to Kosuke Imai.

At least 55 records · Page 3Linked to original sources

arXiv2024

Neyman Meets Causal Machine Learning: Experimental Evaluation of Individualized Treatment Rules

A century ago, Neyman showed how to evaluate the efficacy of treatment using a randomized experiment under a minimal set of assumptions. This classical repeated sampling framework serves as a basis of routine experimental analyses conducted by today's scientists across disciplines. In this paper, we demonstrate that Neyman's methodology can also be used to experimentally evaluate the efficacy of individualized treatment rules (ITRs), which are derived by modern causal machine learning algorithms. In particular, we show how to account for additional uncertainty resulting from a training process based on cross-fitting. The primary advantage of Neyman's approach is that it can be applied to any ITR regardless of the properties of machine learning algorithms that are used to derive the ITR. We also show, somewhat surprisingly, that for certain metrics, it is more efficient to conduct this ex-post experimental evaluation of an ITR than to conduct an ex-ante experimental evaluation that randomly assigns some units to the ITR. Our analysis demonstrates that Neyman's repeated sampling framework is as relevant for causal inference today as it has been since its inception.

stat.ME↗

arXiv2024

Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects under practical settings with many covariates and small sample size. In addition, the quantification of estimation uncertainty remains a challenge. We develop a general approach to statistical inference for heterogeneous treatment effects discovered by a generic ML algorithm. We apply the Neyman's repeated sampling framework to a common setting, in which researchers use an ML algorithm to estimate the conditional average treatment effect and then divide the sample into several groups based on the magnitude of the estimated effects. We show how to estimate the average treatment effect within each of these groups, and construct a valid confidence interval. In addition, we develop nonparametric tests of treatment effect homogeneity across groups, and rank-consistency of within-group average treatment effects. The validity of our methodology does not rely on the properties of ML algorithms because it is solely based on the randomization of treatment assignment and random sampling of units. Finally, we generalize our methodology to the cross-fitting procedure by accounting for the additional uncertainty induced by the random splitting of data.

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arXiv2024

Estimating Racial Disparities When Race is Not Observed

The estimation of racial disparities in various fields is often hampered by the lack of individual-level racial information. In many cases, the law prohibits the collection of such information to prevent direct racial discrimination. As a result, analysts have frequently adopted Bayesian Improved Surname Geocoding (BISG) and its variants, which combine individual names and addresses with Census data to predict race. Unfortunately, the residuals of BISG are often correlated with the outcomes of interest, generally attenuating estimates of racial disparities. To correct this bias, we propose an alternative identification strategy under the assumption that surname is conditionally independent of the outcome given (unobserved) race, residence location, and other observed characteristics. We introduce a new class of models, Bayesian Instrumental Regression for Disparity Estimation (BIRDiE), that take BISG probabilities as inputs and produce racial disparity estimates by using surnames as an instrumental variable for race. Our estimation method is scalable, making it possible to analyze large-scale administrative data. We also show how to address potential violations of the key identification assumptions. A validation study based on the North Carolina voter file shows that BISG+BIRDiE reduces error by up to 84% when estimating racial differences in party registration. Finally, we apply the proposed methodology to estimate racial differences in who benefits from the home mortgage interest deduction using individual-level tax data from the U.S. Internal Revenue Service. Open-source software is available which implements the proposed methodology.

stat.AP↗

arXiv2024

Evaluating Bias and Noise Induced by the U.S. Census Bureau's Privacy Protection Methods

The United States Census Bureau faces a difficult trade-off between the accuracy of Census statistics and the protection of individual information. We conduct the first independent evaluation of bias and noise induced by the Bureau's two main disclosure avoidance systems: the TopDown algorithm employed for the 2020 Census and the swapping algorithm implemented for the three previous Censuses. Our evaluation leverages the Noisy Measure File (NMF) as well as two independent runs of the TopDown algorithm applied to the 2010 decennial Census. We find that the NMF contains too much noise to be directly useful, especially for Hispanic and multiracial populations. TopDown's post-processing dramatically reduces the NMF noise and produces data whose accuracy is similar to that of swapping. While the estimated errors for both TopDown and swapping algorithms are generally no greater than other sources of Census error, they can be relatively substantial for geographies with small total populations.

cs.CY↗

arXiv2024

Measuring and Modeling Neighborhoods

Granular geographic data present new opportunities to understand how neighborhoods are formed, and how they influence politics. At the same time, the inherent subjectivity of neighborhoods creates methodological challenges in measuring and modeling them. We develop an open-source survey instrument that allows respondents to draw their neighborhoods on a map. We also propose a statistical model to analyze how the characteristics of respondents and local areas determine subjective neighborhoods. We conduct two surveys: collecting subjective neighborhoods from voters in Miami, New York City, and Phoenix, and asking New York City residents to draw a community of interest for inclusion in their city council district. Our analysis shows that, holding other factors constant, White respondents include census blocks with more White residents in their neighborhoods. Similarly, Democrats and Republicans are more likely to include co-partisan areas. Furthermore, our model provides more accurate out-of-sample predictions than standard neighborhood measures.

stat.AP↗

arXiv2023

Policy Learning with Asymmetric Counterfactual Utilities

Data-driven decision making plays an important role even in high stakes settings like medicine and public policy. Learning optimal policies from observed data requires a careful formulation of the utility function whose expected value is maximized across a population. Although researchers typically use utilities that depend on observed outcomes alone, in many settings the decision maker's utility function is more properly characterized by the joint set of potential outcomes under all actions. For example, the Hippocratic principle to "do no harm" implies that the cost of causing death to a patient who would otherwise survive without treatment is greater than the cost of forgoing life-saving treatment. We consider optimal policy learning with asymmetric counterfactual utility functions of this form that consider the joint set of potential outcomes. We show that asymmetric counterfactual utilities lead to an unidentifiable expected utility function, and so we first partially identify it. Drawing on statistical decision theory, we then derive minimax decision rules by minimizing the maximum expected utility loss relative to different alternative policies. We show that one can learn minimax loss decision rules from observed data by solving intermediate classification problems, and establish that the finite sample excess expected utility loss of this procedure is bounded by the regret of these intermediate classifiers. We apply this conceptual framework and methodology to the decision about whether or not to use right heart catheterization for patients with possible pulmonary hypertension.

stat.ML↗

arXiv2023

Making Differential Privacy Work for Census Data Users

The U.S. Census Bureau collects and publishes detailed demographic data about Americans which are heavily used by researchers and policymakers. The Bureau has recently adopted the framework of differential privacy in an effort to improve confidentiality of individual census responses. A key output of this privacy protection system is the Noisy Measurement File (NMF), which is produced by adding random noise to tabulated statistics. The NMF is critical to understanding any errors introduced in the data, and performing valid statistical inference on published census data. Unfortunately, the current release format of the NMF is difficult to access and work with. We describe the process we use to transform the NMF into a usable format, and provide recommendations to the Bureau for how to release future versions of the NMF. These changes are essential for ensuring transparency of privacy measures and reproducibility of scientific research built on census data.

cs.CY↗

arXiv2023

Widespread Partisan Gerrymandering Mostly Cancels Nationally, but Reduces Electoral Competition

Congressional district lines in many U.S. states are drawn by partisan actors, raising concerns about gerrymandering. To separate the partisan effects of redistricting from the effects of other factors including geography and redistricting rules, we compare possible party compositions of the U.S. House under the enacted plan to those under a set of alternative simulated plans that serve as a non-partisan baseline. We find that partisan gerrymandering is widespread in the 2020 redistricting cycle, but most of the electoral bias it creates cancels at the national level, giving Republicans two additional seats on average. Geography and redistricting rules separately contribute a moderate pro-Republican bias. Finally, we find that partisan gerrymandering reduces electoral competition and makes the partisan composition of the U.S. House less responsive to shifts in the national vote.

physics.soc-ph↗

arXiv2023

Sequential Monte Carlo for Sampling Balanced and Compact Redistricting Plans

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled alternative plans. For successful application, sampling methods must scale to maps with a moderate or large number of districts, incorporate realistic legal constraints, and accurately and efficiently sample from a selected target distribution. Unfortunately, most existing methods struggle in at least one of these areas. We present a new Sequential Monte Carlo (SMC) algorithm that generates a sample of redistricting plans converging to a realistic target distribution. Because it draws many plans in parallel, the SMC algorithm can efficiently explore the relevant space of redistricting plans better than the existing Markov chain Monte Carlo (MCMC) algorithms that generate plans sequentially. Our algorithm can simultaneously incorporate several constraints commonly imposed in real-world redistricting problems, including equal population, compactness, and preservation of administrative boundaries. We validate the accuracy of the proposed algorithm by using a small map where all redistricting plans can be enumerated. We then apply the SMC algorithm to evaluate the partisan implications of several maps submitted by relevant parties in a recent high-profile redistricting case in the state of Pennsylvania. We find that the proposed algorithm converges faster and with fewer samples than a comparable MCMC algorithm. Open-source software is available for implementing the proposed methodology.

stat.AP↗

arXiv2023

Keyword Assisted Topic Models

In recent years, fully automated content analysis based on probabilistic topic models has become popular among social scientists because of their scalability. The unsupervised nature of the models makes them suitable for exploring topics in a corpus without prior knowledge. However, researchers find that these models often fail to measure specific concepts of substantive interest by inadvertently creating multiple topics with similar content and combining distinct themes into a single topic. In this paper, we empirically demonstrate that providing a small number of keywords can substantially enhance the measurement performance of topic models. An important advantage of the proposed keyword assisted topic model (keyATM) is that the specification of keywords requires researchers to label topics prior to fitting a model to the data. This contrasts with a widespread practice of post-hoc topic interpretation and adjustments that compromises the objectivity of empirical findings. In our application, we find that keyATM provides more interpretable results, has better document classification performance, and is less sensitive to the number of topics than the standard topic models. Finally, we show that keyATM can also incorporate covariates and model time trends. An open-source software package is available for implementing the proposed methodology.

cs.CL↗

arXiv2023

Distributionally Robust Causal Inference with Observational Data

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds in two steps. We first specify the maximal degree to which the distribution of unobserved potential outcomes may deviate from that of observed outcomes. We then derive sharp bounds on the average treatment effects under this assumption. Our framework encompasses the popular marginal sensitivity model as a special case, and we demonstrate how the proposed methodology can address a primary challenge of the marginal sensitivity model that it produces uninformative results when unobserved confounders substantially affect treatment and outcome. Specifically, we develop an alternative sensitivity model, called the distributional sensitivity model, under the assumption that heterogeneity of treatment effect due to unobserved variables is relatively small. Unlike the marginal sensitivity model, the distributional sensitivity model allows for potential lack of overlap and often produces informative bounds even when unobserved variables substantially affect both treatment and outcome. Finally, we show how to extend the distributional sensitivity model to difference-in-differences designs and settings with instrumental variables. Through simulation and empirical studies, we demonstrate the applicability of the proposed methodology.

stat.ME↗

arXiv2022

Simulated redistricting plans for the analysis and evaluation of redistricting in the United States

This article introduces the 50stateSimulations, a collection of simulated congressional districting plans and underlying code developed by the Algorithm-Assisted Redistricting Methodology (ALARM) Project. The 50stateSimulations allow for the evaluation of enacted and other congressional redistricting plans in the United States. While the use of redistricting simulation algorithms has become standard in academic research and court cases, any simulation analysis requires non-trivial efforts to combine multiple data sets, identify state-specific redistricting criteria, implement complex simulation algorithms, and summarize and visualize simulation outputs. We have developed a complete workflow that facilitates this entire process of simulation-based redistricting analysis for the congressional districts of all 50 states. The resulting 50stateSimulations include ensembles of simulated 2020 congressional redistricting plans and necessary replication data. We also provide the underlying code, which serves as a template for customized analyses. All data and code are free and publicly available. This article details the design, creation, and validation of the data.

stat.AP↗

arXiv2022

Statistical Inference and Power Analysis for Direct and Spillover Effects in Two-Stage Randomized Experiments

Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we provide a methodological framework for general tools of statistical inference and power analysis for two-stage randomized experiments. Under the randomization-based framework, we consider the estimation of a new direct effect of interest as well as the average direct and spillover effects studied in the literature. We provide unbiased estimators of these causal quantities and their conservative variance estimators in a general setting. Using these results, we then develop hypothesis testing procedures and derive sample size formulas. We theoretically compare the two-stage randomized design with the completely randomized and cluster randomized designs, which represent two limiting designs. Finally, we conduct simulation studies to evaluate the empirical performance of our sample size formulas. For empirical illustration, the proposed methodology is applied to the randomized evaluation of the Indian national health insurance program. An open-source software package is available for implementing the proposed methodology.

stat.ME↗

arXiv2022

Comment: The Essential Role of Policy Evaluation for the 2020 Census Disclosure Avoidance System

In "Differential Perspectives: Epistemic Disconnects Surrounding the US Census Bureau's Use of Differential Privacy," boyd and Sarathy argue that empirical evaluations of the Census Disclosure Avoidance System (DAS), including our published analysis, failed to recognize how the benchmark data against which the 2020 DAS was evaluated is never a ground truth of population counts. In this commentary, we explain why policy evaluation, which was the main goal of our analysis, is still meaningful without access to a perfect ground truth. We also point out that our evaluation leveraged features specific to the decennial Census and redistricting data, such as block-level population invariance under swapping and voter file racial identification, better approximating a comparison with the ground truth. Lastly, we show that accurate statistical predictions of individual race based on the Bayesian Improved Surname Geocoding, while not a violation of differential privacy, substantially increases the disclosure risk of private information the Census Bureau sought to protect. We conclude by arguing that policy makers must confront a key trade-off between data utility and privacy protection, and an epistemic disconnect alone is insufficient to explain disagreements between policy choices.

stat.AP↗

arXiv2022

Addressing Census data problems in race imputation via fully Bayesian Improved Surname Geocoding and name supplements

Prediction of individual's race and ethnicity plays an important role in social science and public health research. Examples include studies of racial disparity in health and voting. Recently, Bayesian Improved Surname Geocoding (BISG), which uses Bayes' rule to combine information from Census surname files with the geocoding of an individual's residence, has emerged as a leading methodology for this prediction task. Unfortunately, BISG suffers from two Census data problems that contribute to unsatisfactory predictive performance for minorities. First, the decennial Census often contains zero counts for minority racial groups in the Census blocks where some members of those groups reside. Second, because the Census surname files only include frequent names, many surnames -- especially those of minorities -- are missing from the list. To address the zero counts problem, we introduce a fully Bayesian Improved Surname Geocoding (fBISG) methodology that accounts for potential measurement error in Census counts by extending the naive Bayesian inference of the BISG methodology to full posterior inference. To address the missing surname problem, we supplement the Census surname data with additional data on last, first, and middle names taken from the voter files of six Southern states where self-reported race is available. Our empirical validation shows that the fBISG methodology and name supplements significantly improve the accuracy of race imputation across all racial groups, and especially for Asians. The proposed methodology, together with additional name data, is available via the open-source software WRU.

stat.ML↗

arXiv2022

Race and ethnicity data for first, middle, and last names

We provide the largest compiled publicly available dictionaries of first, middle, and last names for the purpose of imputing race and ethnicity using, for example, Bayesian Improved Surname Geocoding (BISG). The dictionaries are based on the voter files of six Southern states that collect self-reported racial data upon voter registration. Our data cover a much larger scope of names than any comparable dataset, containing roughly one million first names, 1.1 million middle names, and 1.4 million surnames. Individuals are categorized into five mutually exclusive racial and ethnic groups -- White, Black, Hispanic, Asian, and Other -- and racial/ethnic counts by name are provided for every name in each dictionary. Counts can then be normalized row-wise or column-wise to obtain conditional probabilities of race given name or name given race. These conditional probabilities can then be deployed for imputation in a data analytic task for which ground truth racial and ethnic data is not available.

stat.OT↗

arXiv2022

Using Machine Learning to Test Causal Hypotheses in Conjoint Analysis

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently, there exist two methodological approaches to analyzing data from a conjoint experiment. The first focuses on estimating the average marginal effects of each factor while averaging over the other factors. Although this allows for straightforward design-based estimation, the results critically depend on the distribution of other factors and how interaction effects are aggregated. An alternative model-based approach can compute various quantities of interest, but requires researchers to correctly specify the model, a challenging task for conjoint analysis with many factors and possible interactions. In addition, a commonly used logistic regression has poor statistical properties even with a moderate number of factors when incorporating interactions. We propose a new hypothesis testing approach based on the conditional randomization test to answer the most fundamental question of conjoint analysis: Does a factor of interest matter in any way given the other factors? Our methodology is solely based on the randomization of factors, and hence is free from assumptions. Yet, it allows researchers to use any test statistic, including those based on complex machine learning algorithms. As a result, we are able to combine the strengths of the existing design-based and model-based approaches. We illustrate the proposed methodology through conjoint analysis of immigration preferences and political candidate evaluation. We also extend the proposed approach to test for regularity assumptions commonly used in conjoint analysis. An open-source software package is available for implementing the proposed methodology.

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arXiv2022

Causal Inference with Spatio-temporal Data: Estimating the Effects of Airstrikes on Insurgent Violence in Iraq

Many causal processes have spatial and temporal dimensions. Yet the classic causal inference framework is not directly applicable when the treatment and outcome variables are generated by spatio-temporal point processes. We extend the potential outcomes framework to these settings by formulating the treatment point process as a stochastic intervention. Our causal estimands include the expected number of outcome events in a specified area under a particular stochastic treatment assignment strategy. Our methodology allows for arbitrary patterns of spatial spillover and temporal carryover effects. Using martingale theory, we show that the proposed estimator is consistent and asymptotically normal as the number of time periods increases. We propose a sensitivity analysis for the possible existence of unmeasured confounders, and extend it to the Hajek estimator. Simulation studies are conducted to examine the estimators' finite sample performance. Finally, we illustrate the proposed methods by estimating the effects of American airstrikes on insurgent violence in Iraq from February 2007 to July 2008. Our analysis suggests that increasing the average number of daily airstrikes for up to one month may result in more insurgent attacks. We also find some evidence that airstrikes can displace attacks from Baghdad to new locations up to 400 kilometers away

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