arXiv:2605.03278stat.MEcs.AI2026-05

用耦合模型修正内生性,让因果推断更可靠

Copula-Based Endogeneity Correction for Doubly Robust Estimation of Treatment Effect

论文配图:Copula-Based Endogeneity Correction for Doubly Robust Estimation of Treatment Effect
图 1 · 摘自论文原文
  • 用高斯耦合建模内生协变量与误差项关系
  • 模拟显示原方法偏差大,新方法无偏且稳定
  • 适合医疗研究中存在隐藏混杂因素的场景

双重稳健(DR)因果估计依赖于无法检验的假设:无未观测混杂。在医疗研究中,如处方续方率这类代理变量常因药物依从性等未测量行为而呈现内生性,与回归误差项相关。本文提出一种基于耦合的修正双重稳健估计器,无需工具变量即可同时处理治疗模型和结果模型中的内生性。通过高斯耦合建模内生协变量与误差项的联合分布,实现一致估计,并保持双重稳健特性——只要治疗或结果模型之一正确设定即可。蒙特卡洛模拟表明,在内生性下原始DR估计存在显著偏差,而新方法在不同数据生成过程中均能恢复无偏估计。应用到国家健康与营养调查(NHANES)数据,分析营养咨询对血压的影响:原始估计显示咨询与血压升高相关,经耦合校正后该效应不再显著,与文献中咨询仅带来轻微降压效果的结论一致。本方法为存在内生性的因果推断提供了实用工具。

原文摘要 · Abstract (English)

Doubly Robust (DR) estimation of treatment effect relies on an untestable assumption that is the absence of unobserved confounding. This assumption is par- ticularly problematic in the context of healthcare research, where variables like pre- scription refill rates serve as proxies for unobserved behaviors such as medication adherence. These proxy variables are often endogenous, exhibiting correlation with the regression error term due to unmeasured confounding or measurement error. We propose a copula-corrected doubly robust estimator that addresses endogeneity in both the treatment and outcome models without requiring instrumental variables. Gaussian copulas model the joint distribution of endogenous covariates and the error term, enabling consistent estimation while preserving the doubly robust property that requires correct specification of either the treatment or outcome model, not both. Monte Carlo simulations demonstrate that naive DR estimation exhibits substantial bias under endogeneity, whereas our corrected estimator recovers unbiased treatment effects across different data-generating processes. We apply our method to examine the effect of nutritional counseling on blood pressure using the National Health and Nutrition Examination Survey (NHANES) data. Naive DR estimation suggests counseling is associated with increased blood pressure. After copula correction, this effect becomes statistically insignificant, consistent with literature showing modest effects of nutri- Counseling in reducing blood pressure. Our methodology provides researchers with a practical tool for obtaining treatment effects in the presence of endogeneity.

因果推断内生性医疗研究耦合模型

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