Falsification before Extrapolation in Causal Effect Estimation

Abstract

Randomized Controlled Trials (RCTs) represent a gold standard when developing policy guidelines. However, RCTs are often narrow, and lack data on broader populations of interest. Causal effects in these populations are often estimated using observational datasets, which may suffer from unobserved confounding and selection bias. Given a set of observational estimates (e.g. from multiple studies), we propose a meta-algorithm that attempts to reject observational estimates that are biased. We do so using validation effects, causal effects that can be inferred from both RCT and observational data. After rejecting estimators that do not pass this test, we generate conservative confidence intervals on the extrapolated causal effects for subgroups not observed in the RCT. Under the assumption that at least one observational estimator is asymptotically normal and consistent for both the validation and extrapolated effects, we provide guarantees on the coverage probability of the intervals output by our algorithm. To facilitate hypothesis testing in settings where causal effect transportation across datasets is necessary, we give conditions under which a doubly-robust estimator of group average treatment effects is asymptotically normal, even when flexible machine learning methods are used for estimation of nuisance parameters. We illustrate the properties of our approach on semi-synthetic and real world datasets, and show that it compares favorably to standard meta-analysis techniques.

Publication
Advances in Neural Information Processing Systems (NeurIPS)
Zeshan Hussain
Zeshan Hussain
MD/PhD Student

Harvard/MIT MD/PhD

Michael Oberst
Michael Oberst
PhD Student

Postdoc CMU, Incoming Asst Prof Johns Hopkins

Ming-Chieh Shih
Ming-Chieh Shih
Postdoctoral Fellow

Assistant Professor

David Sontag
David Sontag
Professor of EECS

My research focuses on advancing machine learning and artificial intelligence, and using these to transform health care.

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