Conformal Sensitivity Analysis for Individual Treatment Effects
From MaRDI portal
Publication:6153976
Abstract: Estimating an individual treatment effect (ITE) is essential to personalized decision making. However, existing methods for estimating the ITE often rely on unconfoundedness, an assumption that is fundamentally untestable with observed data. To assess the robustness of individual-level causal conclusion with unconfoundedness, this paper proposes a method for sensitivity analysis of the ITE, a way to estimate a range of the ITE under unobserved confounding. The method we develop quantifies unmeasured confounding through a marginal sensitivity model [Ros2002, Tan2006], and adapts the framework of conformal inference to estimate an ITE interval at a given confounding strength. In particular, we formulate this sensitivity analysis problem as a conformal inference problem under distribution shift, and we extend existing methods of covariate-shifted conformal inference to this more general setting. The result is a predictive interval that has guaranteed nominal coverage of the ITE, a method that provides coverage with distribution-free and nonasymptotic guarantees. We evaluate the method on synthetic data and illustrate its application in an observational study.
Cites work
- scientific article; zbMATH DE number 1487684 (Why is no real title available?)
- scientific article; zbMATH DE number 2168212 (Why is no real title available?)
- A Distributional Approach for Causal Inference Using Propensity Scores
- A conformal prediction approach to explore functional data
- A tutorial on conformal prediction
- Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
- BART: Bayesian additive regression trees
- Calibrating sensitivity analyses to observed covariates in observational studies
- Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply
- Conformal Inference of Counterfactuals and Individual Treatment Effects
- Confounding and collapsibility in causal inference
- Covariate Balancing Propensity Score
- Distribution-free Prediction Bands for Non-parametric Regression
- Distribution-free predictive inference for regression
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
- Flexible sensitivity analysis for observational studies without observable implications
- Making sense of sensitivity: extending omitted variable bias
- Observational studies.
- On the distinction between the conditional probability and the joint probability approaches in the specification of nearest-neighbour systems
- On-line predictive linear regression
- Predictive inference with the jackknife+
- Random forests
- Sensitivity analysis for inverse probability weighting estimators via the percentile bootstrap
- Statistics and Causal Inference
- The central role of the propensity score in observational studies for causal effects
- The limits of distribution-free conditional predictive inference
This page was built for publication: Conformal Sensitivity Analysis for Individual Treatment Effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6153976)
