On Modeling and Estimation for the Relative Risk and Risk Difference

A common problem in formulating models for the relative risk and risk difference is the variation dependence between these parameters and the baseline risk, which is a nuisance model. We address this problem by proposing the conditional log odds-product as a preferred nuisance model. This novel nuisance model facilitates maximum-likelihood estimation, but also permits doubly-robust estimation for the parameters of interest. Our approach is illustrated via simulations and a data analysis.Comment: To appear in Journal of the American Statistical Association: Theory and Method

Congenial Causal Inference with Binary Structural Nested Mean Models

Structural nested mean models (SNMMs) are among the fundamental tools for inferring causal effects of time-dependent exposures from longitudinal studies. With binary outcomes, however, current methods for estimating multiplicative and additive SNMM parameters suffer from variation dependence between the causal SNMM parameters and the non-causal nuisance parameters. Estimating methods for logistic SNMMs do not suffer from this dependence. Unfortunately, in contrast with the multiplicative and additive models, unbiased estimation of the causal parameters of a logistic SNMM rely on additional modeling assumptions even when the treatment probabilities are known. These difficulties have hindered the uptake of SNMMs in epidemiological practice, where binary outcomes are common. We solve the variation dependence problem for the binary multiplicative SNMM by a reparametrization of the non-causal nuisance parameters. Our novel nuisance parameters are variation independent of the causal parameters, and hence allows the fitting of a multiplicative SNMM by unconstrained maximum likelihood. It also allows one to construct true (i.e. congenial) doubly robust estimators of the causal parameters. Along the way, we prove that an additive SNMM with binary outcomes does not admit a variation independent parametrization, thus explaining why we restrict ourselves to the multiplicative SNMM

Nested Markov Properties for Acyclic Directed Mixed Graphs

Directed acyclic graph (DAG) models may be characterized in at least four different ways: via a factorization, the d-separation criterion, the moralization criterion, and the local Markov property. As pointed out by Robins (1986, 1999), Verma and Pearl (1990), and Tian and Pearl (2002b), marginals of DAG models also imply equality constraints that are not conditional independences. The well-known `Verma constraint' is an example. Constraints of this type were used for testing edges (Shpitser et al., 2009), and an efficient marginalization scheme via variable elimination (Shpitser et al., 2011). We show that equality constraints like the `Verma constraint' can be viewed as conditional independences in kernel objects obtained from joint distributions via a fixing operation that generalizes conditioning and marginalization. We use these constraints to define, via Markov properties and a factorization, a graphical model associated with acyclic directed mixed graphs (ADMGs). We show that marginal distributions of DAG models lie in this model, prove that a characterization of these constraints given in (Tian and Pearl, 2002b) gives an alternative definition of the model, and finally show that the fixing operation we used to define the model can be used to give a particularly simple characterization of identifiable causal effects in hidden variable graphical causal models.Comment: 67 pages (not including appendix and references), 8 figure

Sparse Nested Markov models with Log-linear Parameters

Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which captures equality constraints found in marginals of directed acyclic graph (DAG) models. Some of these constraints, such as the so called `Verma constraint', strictly generalize conditional independence. To make modeling and inference with nested Markov models practical, it is necessary to limit the number of parameters in the model, while still correctly capturing the constraints in the marginal of a DAG model. Placing such limits is similar in spirit to sparsity methods for undirected graphical models, and regression models. In this paper, we give a log-linear parameterization which allows sparse modeling with nested Markov models. We illustrate the advantages of this parameterization with a simulation study.Comment: Appears in Proceedings of the Twenty-Ninth Conference on Uncertainty in Artificial Intelligence (UAI2013

Economic Feasibility of Commercial Algae Oil Production in the United States

A Monte Carlo simulation model was constructed to analyze the economic feasibility of growing algae as a renewable fuel source. Increasing growth rates, pond water depth, oil content, and facility size are important for ensuring the economic viability of a commercial algae facility.algae, renewable, fuel, feedstock, microalgae, Agribusiness, Agricultural and Food Policy, Crop Production/Industries, Production Economics, Resource /Energy Economics and Policy, Risk and Uncertainty,

Potential Outcome and Decision Theoretic Foundations for Statistical Causality

In a recent paper published in the Journal of Causal Inference, Philip Dawid has described a graphical causal model based on decision diagrams. This article describes how single-world intervention graphs (SWIGs) relate to these diagrams. In this way, a correspondence is established between Dawid's approach and those based on potential outcomes such as Robins' Finest Fully Randomized Causally Interpreted Structured Tree Graphs. In more detail, a reformulation of Dawid's theory is given that is essentially equivalent to his proposal and isomorphic to SWIGs.Comment: 54 pages, 7 Figures, 3 Tables. Some more minor edits and correction

Assumptions and Bounds in the Instrumental Variable Model

In this note we give proofs for results relating to the Instrumental Variable (IV) model with binary response $Y$ and binary treatment $X$, but with an instrument $Z$ with $K$ states. These results were originally stated in Richardson & Robins (2014), "ACE Bounds; SEMS with Equilibrium Conditions," arXiv:1410.0470.Comment: 27 pages, 1 figure, 1 table. Proofs of Theorems 1 and 2 stated in Richardson and Robins (2014) [arXiv:1410.0470]. v2 improves the writing in a few place

Effect of Concussion on Clinically Measured Reaction Time in 9 NCAA Division I Collegiate Athletes: A Preliminary Study

Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/147005/1/pmr2212.pd