Approximate Bayesian inference for doubly robust estimation
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Published version
Author(s)
Graham, DJ
McCoy, EJ
Stephens, DA
Type
Journal Article
Abstract
Doubly robust estimators are typically constructed by combining outcome regression and propensity score models to satisfy moment restrictions that ensure consistent estimation of causal quantities provided at least one of the component models is correctly specified. Standard Bayesian methods are difficult to apply because restricted moment models do not imply fully specified likelihood functions. This paper proposes a Bayesian bootstrap approach to derive approximate posterior predictive distributions that are doubly robust for estimation of causal quantities. Simulations show that the approach performs well under various sources of misspecification of the outcome regression or propensity score models. The estimator is applied in a case study of the effect of area deprivation on the incidence of child pedestrian casualties in British cities.
Date Issued
2016-03-01
Date Acceptance
2015-02-04
Citation
Bayesian Analysis, 2016, 11 (1), pp.47-69
ISSN
1931-6690
Publisher
International Society for Bayesian Analysis (ISBA)
Start Page
47
End Page
69
Journal / Book Title
Bayesian Analysis
Volume
11
Issue
1
Copyright Statement
© 2015 International Society for Bayesian Analysis
Identifier
https://projecteuclid.org/euclid.ba/1423083639
Subjects
Science & Technology
Physical Sciences
Mathematics, Interdisciplinary Applications
Statistics & Probability
Mathematics
approximate bayes
doubly robust
propensity score
treatment effect
PROPENSITY SCORE
MODELS
Statistics & Probability
0104 Statistics
Publication Status
Published
Date Publish Online
2015-02-04