Bayesian nonparametric generative models for causal inference with missing at random covariates.

ABSTRACT: We propose a general Bayesian nonparametric (BNP) approach to causal inference in the point treatment setting. The joint distribution of the observed data (outcome, treatment, and confounders) is modeled using an enriched Dirichlet process. The combination of the observed data model and causal assumptions allows us to identify any type of causal effect-differences, ratios, or quantile effects, either marginally or for subpopulations of interest. The proposed BNP model is well-suited for causal inference problems, as it does not require parametric assumptions about the distribution of confounders and naturally leads to a computationally efficient Gibbs sampling algorithm. By flexibly modeling the joint distribution, we are also able to impute (via data augmentation) values for missing covar

SUBMITTER: Roy J 

PROVIDER: S-EPMC7568223 | biostudies-literature | 2018 Dec

REPOSITORIES: biostudies-literature