伯克利《因果推断》讲义 A First Course in Causal Inference

PengDingAFirstCourseinCausalInferenceContentsPrefacexvAcronymsxviiIIntroduction11Correlation,Association,andtheYule–SimpsonParadox3Traditionalviewofstatistics 3 mpsonParadox 1.3.1Data 71.3.2Explanation 8 ms 2PotentialOutcomes15 m IIRandomizedexperiments233TheCompletelyRandomizedExperimentandtheFisherRandomizationTest253.1CRE 253.2FRT 26 eLaLondeexperimentaldata vviContentsLadytastingtea 37 3.6Discussion 38ls2Otherteststatistics 393.6.3Finalremarks 39 4NeymanianRepeatedSamplingInferenceinCompletelyRandomizedExperiments434.1Finitepopulationquantities 43 4.3Proofs 474.4RegressionanalysisoftheCRE 494.5Examples 494.5.1Simulation 49tions 52Application 52 5StratificationandPost-StratificationinRandomizedExperi-ments595.1Stratification 595.2FRT 615.2.1Theory 61 n 5.3.3ComparingtheSREandtheCRE 685.4Post-stratificationinaCRE 71e 5.5Practicalquestions 74 6RerandomizationandRegressionAdjustment79Rerandomization 79 Statisticalinference 1 2.1Covariate-adjustedFRT 83 Contentsvii justment 88sionadjustmentand variateadjustmentτˆ(β1,β0) 896.2.4ExtensiontotheSRE 90 4Simulation 916.5Finalremarks 91 7Matched-PairsExperiment95 7.2FRT 96 7.4.1FRT 101 7.5Examples 104ns 7.6ComparingtheMPEandCRE 106 7.7.1FRT 108 8UnificationoftheFisherianandNeymanianInferencesinRandomizedExperiments113TestingstrongandweaknullhypothesesintheCRE 1138.2Covariate-adjustedFRTsintheCRE 115 8.4Acasestudy 116 viiiContents9BridgingFiniteandSuperPopulationCausalInference1219.1CRE 1229.2SRE 123 IIIObservationalstudies12510ObservationalStudies,SelectionBias,andNonparametricIdentificationofCausalEffects127MotivatingExamples 127 fication es 11TheCentralRoleofthePropensityScoreinObservationalStudiesforCausalEffects139 11.1.1Theory 140 Application 42 11.2.1Theory 144 of Application 46 11.3.1Theory 147 12TheDoublyRobustortheAugmentedInversePropensityScoreWeightingEstimatorfortheAverageCausalEffect153ublyrobustestimator or orContentsix12.3Examples 157 .2Simulation 159.3Applications 160 13TheAverageCausalEffectontheTreatedUnitsandOtherEstimands163fT tionofτT 166Anexample 168 14UsingthePropensityScoreinRegressionsforCausalEffects175 re 15MatchinginObservationalStudies185orecontrolunits on 15.5Acasestudy 19215.5.1Experimentaldata 192 15.6Discussion 196 IVDifficultiesandchallengesofobservationalstud-ies19916DifficultiesofUnconfoundednessinObservationalStudiesforCausalEffects201 ignorability s xContents16.2.3Summary 204 s Zbias 207studies 209 17E-Value:EvidenceforCausationinObservationalStudieswithUnmeasuredConfounding211 17.2E-value 214Aclassicexample 2167.4Extensions 217 isjustamonotonetransformationoftheriskratio 221 18SensitivityAnalysisfortheAverageCausalEffectwithUn-measuredConfounding225Introduction 5 18.4Example 230 19Rosenbaum-Stylep-ValuesforMatchedObservationalStud-ieswithUnmeasuredConfounding233 19.3RevisitingtheLaLondedata 235 20OverlapinObservationalStudies:DifficultiesandOpportu-nities241ofoverlap p Contentsxi 20.2.4Anexample 248 ms VInstrumentalvariables25121AnExperimentalPerspective253 tComplianceStatusandEffects 21.2.2Estimation 257 21.4WeakIV 25921.5Application 261 22DisentangleMixtureDistributionsandInstrumentalVari-ableInequalities267DisentangleMixtureDistributionsandInstrumentalVariable estableimplications 22.3Examples 270 23AnEconometricPerspective27923.1ExamplesofstudieswithIVs 28023.2BriefReviewoftheOrdinaryLeastSquares 281LinearInstrumentalVariableModel 28223.4TheJust-IdentifiedCase 28423.5TheOver-IdentifiedCase 284 23.6.3WeakIV 28823.7Application 288 xiiContents24ApplicationoftheInstrumentalVariableMethod:FuzzyRe-gressionDiscontinuity293 24.3Application 296 24.4Discussion 299ms 25ApplicationoftheInstrumentalVariableMethod:MendelianRandomization301 25.2MRbasedonsummarystatistics 303 Anexample 305ms VICausalMechanismswithPost-TreatmentVari-ables30926PrincipalStratification311MotivatingExamples 311thePotentialValuesofthePostTreatmentVariable 314StatisticalInferenceandItsDifficulty 26.4.3Extensions 318 26.5.2Extensions 320ds 27MediationAnalysis:NaturalDirectandIndirectEffects323MotivatingExamples 323 27.2.1NaturalDirectandIndirectEffects 324ce TheMediationFormula 328 TheBaron–KennyMethod 332Contentsxiii27.4.2AnExample 33327.5Sensitivityanalysis 334 28ControlledDirectEffect33928.2Discussion 341 29Time-VaryingTreatmentandConfounding345 g 29.4Multipletimepoints 352odel el V