关于对线性函数的置信集对积分方程的解的非对称有效性
E Smucler1, J M Robins2, A Rotnitzky3
1Glovo, Carrer de Ramon Llull 110, Barcelona 08005, Spain.
Biometrika
|November 17, 2025
概括
为因果推理参数构建有效的置信集是具有挑战性的. 这项研究表明,像瓦尔德间隔这样的现有方法在弱依赖下失败,突出了需要新方法的需要.
科学领域:
- 统计 统计 统计 统计
- 计量经济学 计量经济学
- 因果推理因果推理
背景情况:
- 许多因果推理估计值是有条件平均结构的变量函数的线性函数.
- 这些包括近端因果推断中的平均治疗效应和仪器变量模型中的治疗效应对比.
研究的目的:
- 检查在因果推理中对广泛类型的参数构建均有效的置信集.
- 确定现有的信任设置方法不足的条件.
主要方法:
- 推导一种必要条件,以使信任集具有统一的有效性.
- 在弱依赖假设下对置信集直径的分析.
- 对信任集构建的得分测试反转的评估.
主要成果:
- 获得了统一有效性的必要条件,显示了现有方法的局限性.
- 沃尔德置信区间在较弱的仪器下对无限范围的参数不均有效.
- 倒数得分测试通常在所考虑的参数中失败.
结论:
- 开发这些参数的统一有效的置信集仍然是一个悬而未决的问题.
- 提出了一种对二进制变量的方法,但存在限制.
- 这项研究强调了在复杂的因果模型中实现有效推断的困难.
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