High-dimensional confounding adjustment using continuous Spike and Slab priors

DOI10.1214/18-BA1131zbMATH Open1421.62066arXiv1704.07532OpenAlexW2962779401WikidataQ95294511 ScholiaQ95294511MaRDI QIDQ2316985FDOQ2316985

Authors: Joseph Antonelli, Giovanni Parmigiani, Francesca Dominici 

Publication date: 7 August 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Abstract: In observational studies, estimation of a causal effect of a treatment on an outcome relies on proper adjustment for confounding. If the number of the potential confounders ($p$) is larger than the number of observations ($n$), then direct control for all potential confounders is infeasible. Existing approaches for dimension reduction and penalization are generally aimed at predicting the outcome, and are less suited for estimation of causal effects. Under standard penalization approaches (e.g. Lasso), if a variable $X_j$ is strongly associated with the treatment $T$ but weakly with the outcome $Y$, the coefficient $$ will be shrunk towards zero thus leading to confounding bias. Under the assumption of a linear model for the outcome and sparsity, we propose continuous spike and slab priors on the regression coefficients $$ corresponding to the potential confounders $X_j$. Specifically, we introduce a prior distribution that does not heavily shrink to zero the coefficients ($$s) of the $X_j$s that are strongly associated with $T$ but weakly associated with $Y$. We compare our proposed approach to several state of the art methods proposed in the literature. Our proposed approach has the following features: 1) it reduces confounding bias in high dimensional settings; 2) it shrinks towards zero coefficients of instrumental variables; and 3) it achieves good coverages even in small sample sizes. We apply our approach to the National Health and Nutrition Examination Survey (NHANES) data to estimate the causal effects of persistent pesticide exposure on triglyceride levels.

Full work available at URL: https://arxiv.org/abs/1704.07532

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zbMATH Keywords

causal inferencehigh-dimensional datashrinkage priorsBayesian variable selection

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

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Cited In (13)

• Improved inference for doubly robust estimators of heterogeneous treatment effects
• A Bayesian model of microbiome data for simultaneous identification of covariate associations and prediction of phenotypic outcomes
• The how and why of Bayesian nonparametric causal inference
• Ultra-High Dimensional Variable Selection for Doubly Robust Causal Inference
• Discussion on “Spatial+: a novel approach to spatial confounding” by Emiko Dupont, Simon N. Wood, and Nicole H. Augustin
• High-dimensional confounding adjustment using continuous Spike and Slab priors
• Comment: Regularization via Bayesian Penalty Mixing
• Bayesian Approaches to Shrinkage and Sparse Estimation
• A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments
• Causal inference in high dimensions: A marriage between Bayesian modeling and good frequentist properties
• Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
• Mitigating unobserved spatial confounding when estimating the effect of supermarket access on cardiovascular disease deaths
• A causal exposure response function with local adjustment for confounding: estimating health effects of exposure to low levels of ambient fine particulate matter

Uses Software

• BayesDA
• covTest
• sbw

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