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- W4387389600 abstract "We study the problem of estimating survival causal effects, where the aim is to characterize the impact of an intervention on survival times, i.e., how long it takes for an event to occur. Applications include determining if a drug reduces the time to ICU discharge or if an advertising campaign increases customer dwell time. Historically, the most popular estimates have been based on parametric or semiparametric (e.g. proportional hazards) models; however, these methods suffer from problematic levels of bias. Recently debiased machine learning approaches are becoming increasingly popular, especially in applications to large datasets. However, despite their appealing theoretical properties, these estimators tend to be unstable because the debiasing step involves the use of the inverses of small estimated probabilities -- small errors in the estimated probabilities can result in huge changes in their inverses and therefore the resulting estimator. This problem is exacerbated in survival settings where probabilities are a product of treatment assignment and censoring probabilities. We propose a covariate balancing approach to estimating these inverses directly, sidestepping this problem. The result is an estimator that is stable in practice and enjoys many of the same theoretical properties. In particular, under overlap and asymptotic equicontinuity conditions, our estimator is asymptotically normal with negligible bias and optimal variance. Our experiments on synthetic and semi-synthetic data demonstrate that our method has competitive bias and smaller variance than debiased machine learning approaches." @default.
- W4387389600 created "2023-10-06" @default.
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- W4387389600 date "2023-09-30" @default.
- W4387389600 modified "2023-10-07" @default.
- W4387389600 title "Stable Estimation of Survival Causal Effects" @default.
- W4387389600 doi "https://doi.org/10.48550/arxiv.2310.02278" @default.
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