论文标题
对协变量调整的回归函数的推断
Debiased inference for a covariate-adjusted regression function
论文作者
论文摘要
在本文中,我们研究了协变量调整后回归函数的非参数推断。该参数捕获了调整其他协变量后连续暴露与结果之间的平均关联。特别是,在某些因果条件下,该参数对应于平均结果已分配给特定的暴露水平,称为因果剂量响应曲线。我们提出了一个协变量调整回归函数的局部线性估计值,并证明我们的估计器将偶然收敛于平均零正态极限分布。我们使用此结果来构建渐近有效的置信区间,以构建功能值及其差异。此外,我们将近似结果用于经验过程的上限分布,以构建渐近有效的统一置信带。我们的方法不需要平滑,允许使用滋扰功能的数据自适应估计器,并且我们的估计器达到了两倍可微分函数的最佳收敛速率。我们使用数值研究和空气污染对心血管死亡的影响进行分析来说明估计量的实际性能。
In this article, we study nonparametric inference for a covariate-adjusted regression function. This parameter captures the average association between a continuous exposure and an outcome after adjusting for other covariates. In particular, under certain causal conditions, this parameter corresponds to the average outcome had all units been assigned to a specific exposure level, known as the causal dose-response curve. We propose a debiased local linear estimator of the covariate-adjusted regression function, and demonstrate that our estimator converges pointwise to a mean-zero normal limit distribution. We use this result to construct asymptotically valid confidence intervals for function values and differences thereof. In addition, we use approximation results for the distribution of the supremum of an empirical process to construct asymptotically valid uniform confidence bands. Our methods do not require undersmoothing, permit the use of data-adaptive estimators of nuisance functions, and our estimator attains the optimal rate of convergence for a twice differentiable function. We illustrate the practical performance of our estimator using numerical studies and an analysis of the effect of air pollution exposure on cardiovascular mortality.