HAL-based Plugin Estimation of the Causal Dose-Response Curve

التفاصيل البيبلوغرافية
العنوان: HAL-based Plugin Estimation of the Causal Dose-Response Curve
المؤلفون: Junming, Shi, Zhang, Wenxin, Hubbard, Alan E., van der Laan, Mar
سنة النشر: 2024
المجموعة: Statistics
مصطلحات موضوعية: Statistics - Methodology, Statistics - Applications
الوصف: Estimating the marginally adjusted dose-response curve for continuous treatments is a longstanding statistical challenge critical across multiple fields. In the context of parametric models, mis-specification may result in substantial bias, hindering the accurate discernment of the true data generating distribution and the associated dose-response curve. In contrast, non-parametric models face difficulties as the dose-response curve isn't pathwise differentiable, and then there is no $\sqrt{n}$-consistent estimator. The emergence of the Highly Adaptive Lasso (HAL) MLE by van der Laan [2015] and van der Laan [2017] and the subsequent theoretical evidence by van der Laan [2023] regarding its pointwise asymptotic normality and uniform convergence rates, have highlighted the asymptotic efficacy of the HAL-based plug-in estimator for this intricate problem. This paper delves into the HAL-based plug-in estimators, including those with cross-validation and undersmoothing selectors, and introduces the undersmoothed smoothness-adaptive HAL-based plug-in estimator. We assess these estimators through extensive simulations, employing detailed evaluation metrics. Building upon the theoretical proofs in van der Laan [2023], our empirical findings underscore the asymptotic effectiveness of the undersmoothed smoothness-adaptive HAL-based plug-in estimator in estimating the marginally adjusted dose-response curve.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2406.05607
رقم الأكسشن: edsarx.2406.05607
قاعدة البيانات: arXiv