scholarly journals Model averaging in semiparametric estimation of treatment effects

2015 ◽  
Author(s):  
Chris Muris ◽  
Toru Kitagawa
2021 ◽  
Author(s):  
Susan Carleton Athey ◽  
Peter Bickel ◽  
Aiyou Chen ◽  
Guido W. Imbens ◽  
Michael Pollmann

2017 ◽  
Vol 154 ◽  
pp. 96-100 ◽  
Author(s):  
Xiaofeng Lv ◽  
Rui Li ◽  
Zheng Fang

2020 ◽  
Author(s):  
Christoph Semken ◽  
David Rossell

Science suffers from a reproducibility crisis. Specification Curve Analysis (SCA) helps address this crisis by preventing the selective reporting of results and arbitrary data analysis choices. SCA plots the variability (or heterogeneity) of treatment effects against all ‘reasonable specifications’ (ways to conduct analysis). However, SCA has also been used for formal statistical inference on a type of global average (median) treatment effect (ATE), leading a study by Orben & Przybylski to conclude that ‘the association of [adolescent mental] well-being with regularly eating potatoes was nearly as negative as the association with technology use.’ In contrast, we find relevant associations between certain technologies and well-being, and sharp discrepancies between parent and teenager assessments. These heterogeneous effects are masked by taking medians. In layman’s terms, an ATE may appear practically irrelevant due to averaging over apples and oranges. In addition, the SCA median can have large bias and variance, due to over-weighting statistically implausible control variable specifications. With the Bayesian Specification Curve Analysis (BSCA) we extend SCA to estimate both individual and, if desired, average treatment effects, with controls weighted via Bayesian Model Averaging. The strategy allows to test individual effects, a missing feature in SCA, while improving statistical properties and protecting against false positives. We provide R code that implements BSCA and reproduces our analyses.


2017 ◽  
Vol 107 (5) ◽  
pp. 278-281 ◽  
Author(s):  
Susan Athey ◽  
Guido Imbens ◽  
Thai Pham ◽  
Stefan Wager

There is a large literature on semiparametric estimation of average treatment effects under unconfounded treatment assignment in settings with a fixed number of covariates. More recently attention has focused on settings with a large number of covariates. In this paper we extend lessons from the earlier literature to this new setting. We propose that in addition to reporting point estimates and standard errors, researchers report results from a number of supplementary analyses to assist in assessing the credibility of their estimates.


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