Semiparametric Bayesian causal inference
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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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Cites work
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- scientific article; zbMATH DE number 1552483 (Why is no real title available?)
- scientific article; zbMATH DE number 819200 (Why is no real title available?)
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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.
- On the Bernstein-von Mises theorem for the Dirichlet process
- Causal estimation using semiparametric transformation models under prevalent sampling
- Simulation‐based estimators of analytically intractable causal effects
- A Bayesian Semiparametric Approach to Intermediate Variables in Causal Inference
- In Nonparametric and High-Dimensional Models, Bayesian Ignorability is an Informative Prior
- Estimating the effects of a California gun control program with multitask Gaussian processes
- A Bayesian nonparametric causal model
- Causal inference under mis-specification: adjustment based on the propensity score (with discussion)
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