论文标题
设计用于收缩估计的实验
Designing Experiments Toward Shrinkage Estimation
论文作者
论文摘要
我们考虑如何使用越来越多的观察数据来改善随机对照试验(RCT)的设计。我们试图设计一个前瞻性RCT,目的是使用经验贝叶斯估计量从我们的试验中缩小从观察性研究获得的因果估计的因果估计值。我们问:我们如何设计实验以更好地补充这种情况下的观察性研究? 我们建议使用一个将RCT因果估计量的每个组成部分缩小到其观察力对应物的估计器,而其因子与其方差成正比。首先,我们表明可以通过数值集成有效地计算此估计器的风险。然后,我们提出算法来确定单位最佳分配到地层(最佳的“设计”)。我们考虑三个选择:Neyman分配; “天真”的设计假设在观察性研究中没有无法衡量的混杂;以及我们从观察性研究中获得的不完美参数估计的“防御性”设计会计,并以无法衡量的混杂状态获得。 我们还合并了灵敏度分析的结果,以在设计上建立护栏,以便可以在有或不收缩的情况下合理地分析我们的实验。我们通过涉及因果推断对罕见的二元结果的因果推断的模拟研究来证明这些实验设计的优势。
We consider how increasingly available observational data can be used to improve the design of randomized controlled trials (RCTs). We seek to design a prospective RCT, with the intent of using an Empirical Bayes estimator to shrink the causal estimates from our trial toward causal estimates obtained from an observational study. We ask: how might we design the experiment to better complement the observational study in this setting? We propose using an estimator that shrinks each component of the RCT causal estimator toward its observational counterpart by a factor proportional to its variance. First, we show that the risk of this estimator can be computed efficiently via numerical integration. We then propose algorithms for determining the best allocation of units to strata (the best "design"). We consider three options: Neyman allocation; a "naive" design assuming no unmeasured confounding in the observational study; and a "defensive" design accounting for the imperfect parameter estimates we would obtain from the observational study with unmeasured confounding. We also incorporate results from sensitivity analysis to establish guardrails on the designs, so that our experiment could be reasonably analyzed with and without shrinkage. We demonstrate the superiority of these experimental designs with a simulation study involving causal inference on a rare, binary outcome.