Abstract: We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment, correcting nonparametrically for confounding. We show that standard Gaussian process priors satisfy a semiparametric Bernstein-von Mises theorem under smoothness conditions. We further propose a novel propensity score-dependent prior that provides efficient inference under strictly weaker conditions. We also show that it is theoretically preferable to model the covariate distribution with a Dirichlet process or Bayesian bootstrap, rather than modelling the covariate density using a Gaussian process prior.
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Cited in
(16)- Causal inference: a missing data perspective
- A semiparametric modeling approach using Bayesian additive regression trees with an application to evaluate heterogeneous treatment effects
- A Bayesian nonparametric approach to causal inference on quantiles
- Bayesian matrix completion approach to causal inference with panel data
- Semiparametric Bayesian estimation for marginal parametric potential outcome modeling: application to causal inference
- The how and why of Bayesian nonparametric causal inference
- Semiparametric Bayesian doubly robust causal estimation
- A Bayesian view of doubly robust causal inference: Table 1.
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- A Bayesian nonparametric causal model
- Causal inference under mis-specification: adjustment based on the propensity score (with discussion)
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