cometadata/datacite-titles-descriptions-related-identifiers huggingface dataset:
DOI: 10.6084/m9.figshare.13373996
title: Biased Encouragements and Heterogeneous Effects in an Instrumental Variable Study of Emergency General Surgical Outcomes

description: We investigate the efficacy of surgical versus nonsurgical management for two gastrointestinal conditions, colitis and diverticulitis, using observational data. We deploy an instrumental variable design with surgeons’ tendencies to operate as an instrument. Assuming instrument validity, we find that nonsurgical alternatives can reduce both hospital length of stay and the risk of complications, with estimated effects larger for septic patients than for nonseptic patients. The validity of our instrument is plausible but not ironclad, necessitating a sensitivity analysis. Existing sensitivity analyses for IV designs assume effect homogeneity, unlikely to hold here because of patient-specific physiology. We develop a new sensitivity analysis that accommodates arbitrary effect heterogeneity and exploits components explainable by observed features. We find that the results for nonseptic patients prove more robust to hidden bias despite having smaller estimated effects. For nonseptic patients, two individuals with identical observed characteristics would have to differ in their odds of assignment to a high tendency to operate surgeon by a factor of 2.34 to overturn our finding of a benefit for nonsurgical management in reducing length of stay. For septic patients, this value is only 1.64. Simulations illustrate that this phenomenon may be explained by differences in within-group heterogeneity. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.16632569.v1
title: Combining Matching and Synthetic Control to Trade off Biases from Extrapolation and Interpolation

description: The synthetic control (SC) method is widely used in comparative case studies to adjust for differences in pre-treatment characteristics. SC limits extrapolation bias at the potential expense of interpolation bias, whereas traditional matching estimators have the opposite properties. This complementarity motives us to propose a matching and synthetic control (or MASC) estimator as a model averaging estimator that combines the standard SC and matching estimators. We show how to use a rolling-origin cross-validation procedure to train the MASC to resolve trade-offs between interpolation and extrapolation bias. We use a series of empirically-based placebo and Monte Carlo simulations to shed light on when the SC, matching, MASC and penalized SC estimators do (and do not) perform well. Then, we apply these estimators to examine the economic costs of conflicts in the context of Spain.
DOI: 10.6084/m9.figshare.13373996.v1
title: Biased Encouragements and Heterogeneous Effects in an Instrumental Variable Study of Emergency General Surgical Outcomes

description: We investigate the efficacy of surgical versus nonsurgical management for two gastrointestinal conditions, colitis and diverticulitis, using observational data. We deploy an instrumental variable design with surgeons’ tendencies to operate as an instrument. Assuming instrument validity, we find that nonsurgical alternatives can reduce both hospital length of stay and the risk of complications, with estimated effects larger for septic patients than for nonseptic patients. The validity of our instrument is plausible but not ironclad, necessitating a sensitivity analysis. Existing sensitivity analyses for IV designs assume effect homogeneity, unlikely to hold here because of patient-specific physiology. We develop a new sensitivity analysis that accommodates arbitrary effect heterogeneity and exploits components explainable by observed features. We find that the results for nonseptic patients prove more robust to hidden bias despite having smaller estimated effects. For nonseptic patients, two individuals with identical observed characteristics would have to differ in their odds of assignment to a high tendency to operate surgeon by a factor of 2.34 to overturn our finding of a benefit for nonsurgical management in reducing length of stay. For septic patients, this value is only 1.64. Simulations illustrate that this phenomenon may be explained by differences in within-group heterogeneity. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.16540322.v1
title: A Penalized Synthetic Control Estimator for Disaggregated Data

description: Synthetic control methods are commonly applied in empirical research to estimate the effects of treatments or interventions on aggregate outcomes. A synthetic control estimator compares the outcome of a treated unit to the outcome of a weighted average of untreated units that best resembles the characteristics of the treated unit before the intervention. When disaggregated data are available, constructing separate synthetic controls for each treated unit may help avoid interpolation biases. However, the problem of finding a synthetic control that best reproduces the characteristics of a treated unit may not have a unique solution. Multiplicity of solutions is a particularly daunting challenge when the data includes many treated and untreated units. To address this challenge, we propose a synthetic control estimator that penalizes the pairwise discrepancies between the characteristics of the treated units and the characteristics of the units that contribute to their synthetic controls. The penalization parameter trades off pairwise matching discrepancies with respect to the characteristics of each unit in the synthetic control against matching discrepancies with respect to the characteristics of the synthetic control unit as a whole. We study the properties of this estimator and propose data-driven choices of the penalization parameter.
DOI: 10.6084/m9.figshare.15135426
title: On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls

description: We consider the asymptotic properties of the synthetic control (SC) estimator when both the number of pretreatment periods and control units are large. If potential outcomes follow a linear factor model, we provide conditions under which the SC unit asymptotically recovers the factor structure of the treated unit, even when the pretreatment fit is imperfect. This happens when there are weights diluted among an increasing number of control units such that a weighted average of the factor structure of the control units asymptotically reconstructs the factor structure of the treated unit. In this case, the SC estimator is asymptotically unbiased even when treatment assignment is correlated with time-varying unobservables. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.15135426.v2
title: On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls

description: We consider the asymptotic properties of the synthetic control (SC) estimator when both the number of pretreatment periods and control units are large. If potential outcomes follow a linear factor model, we provide conditions under which the SC unit asymptotically recovers the factor structure of the treated unit, even when the pretreatment fit is imperfect. This happens when there are weights diluted among an increasing number of control units such that a weighted average of the factor structure of the control units asymptotically reconstructs the factor structure of the treated unit. In this case, the SC estimator is asymptotically unbiased even when treatment assignment is correlated with time-varying unobservables. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.13693703.v2
title: Forecasting Unemployment Using Internet Search Data via PRISM

description: Big data generated from the Internet offer great potential for predictive analysis. Here we focus on using online users’ Internet search data to forecast unemployment initial claims weeks into the future, which provides timely insights into the direction of the economy. To this end, we present a novel method Penalized Regression with Inferred Seasonality Module (PRISM), which uses publicly available online search data from Google. PRISM is a semiparametric method, motivated by a general state-space formulation, and employs nonparametric seasonal decomposition and penalized regression. For forecasting unemployment initial claims, PRISM outperforms all previously available methods, including forecasting during the 2008–2009 financial crisis period and near-future forecasting during the COVID-19 pandemic period, when unemployment initial claims both rose rapidly. The timely and accurate unemployment forecasts by PRISM could aid government agencies and financial institutions to assess the economic trend and make well-informed decisions, especially in the face of economic turbulence.
DOI: 10.6084/m9.figshare.14473870
title: An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls

description: We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to exploit insights from conformal prediction and structural breaks testing to develop permutation inference procedures that accommodate modern high-dimensional estimators, are valid under weak and easy-to-verify conditions, and are provably robust against misspecification. Our methods work in conjunction with many different approaches for predicting counterfactual mean outcomes in the absence of the policy intervention. Examples include synthetic controls, difference-in-differences, factor and matrix completion models, and (fused) time series panel data models. Our approach demonstrates an excellent small-sample performance in simulations and is taken to a data application where we re-evaluate the consequences of decriminalizing indoor prostitution. Open-source software for implementing our conformal inference methods is available.
DOI: 10.6084/m9.figshare.13693703
title: Forecasting Unemployment Using Internet Search Data via PRISM

description: Big data generated from the Internet offer great potential for predictive analysis. Here we focus on using online users’ Internet search data to forecast unemployment initial claims weeks into the future, which provides timely insights into the direction of the economy. To this end, we present a novel method Penalized Regression with Inferred Seasonality Module (PRISM), which uses publicly available online search data from Google. PRISM is a semiparametric method, motivated by a general state-space formulation, and employs nonparametric seasonal decomposition and penalized regression. For forecasting unemployment initial claims, PRISM outperforms all previously available methods, including forecasting during the 2008–2009 financial crisis period and near-future forecasting during the COVID-19 pandemic period, when unemployment initial claims both rose rapidly. The timely and accurate unemployment forecasts by PRISM could aid government agencies and financial institutions to assess the economic trend and make well-informed decisions, especially in the face of economic turbulence.
DOI: 10.6084/m9.figshare.14473870.v1
title: An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls

description: We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to exploit insights from conformal prediction and structural breaks testing to develop permutation inference procedures that accommodate modern high-dimensional estimators, are valid under weak and easy-to-verify conditions, and are provably robust against misspecification. Our methods work in conjunction with many different approaches for predicting counterfactual mean outcomes in the absence of the policy intervention. Examples include synthetic controls, difference-in-differences, factor and matrix completion models, and (fused) time series panel data models. Our approach demonstrates an excellent small-sample performance in simulations and is taken to a data application where we re-evaluate the consequences of decriminalizing indoor prostitution. Open-source software for implementing our conformal inference methods is available.
DOI: 10.6084/m9.figshare.14204119
title: A Bayesian Hierarchical CACE Model Accounting for Incomplete Noncompliance With Application to a Meta-analysis of Epidural Analgesia on Cesarean Section

description: Noncompliance with assigned treatments is a common challenge in analyzing and interpreting randomized clinical trials (RCTs). One way to handle noncompliance is to estimate the complier-average causal effect (CACE), the intervention’s efficacy in the subpopulation that complies with assigned treatment. In a two-step meta-analysis, one could first estimate CACE for each study, then combine them to estimate the population-averaged CACE. However, when some trials do not report noncompliance data, the two-step meta-analysis can be less efficient and potentially biased by excluding these trials. This article proposes a flexible Bayesian hierarchical CACE framework to simultaneously account for heterogeneous and incomplete noncompliance data in a meta-analysis of RCTs. The models are motivated by and used for a meta-analysis estimating the CACE of epidural analgesia on cesarean section, in which only 10 of 27 trials reported complete noncompliance data. The new analysis includes all 27 studies and the results present new insights on the causal effect after accounting for noncompliance. Compared to the estimated risk difference of 0.8% (95% CI: –0.3%, 1.9%) given by the two-step intention-to-treat meta-analysis, the estimated CACE is 4.1% (95% CrI: –0.3%, 10.5%). We also report simulation studies to evaluate the performance of the proposed method. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.13693703.v1
title: Forecasting unemployment using Internet search data via PRISM

description: Big data generated from the Internet offer great potential for predictive analysis. Here we focus on using online users’ Internet search data to forecast unemployment initial claims weeks into the future, which provides timely insights into the direction of the economy. To this end, we present a novel method PRISM (Penalized Regression with Inferred Seasonality Module), which uses publicly available online search data from Google. PRISM is a semi-parametric method, motivated by a general state-space formulation, and employs nonparametric seasonal decomposition and penalized regression. For forecasting unemployment initial claims, PRISM outperforms all previously available methods, including forecasting during the 2008-2009 financial crisis period and near-future forecasting during the COVID-19 pandemic period, when unemployment initial claims both rose rapidly. The timely and accurate unemployment forecasts by PRISM could aid government agencies and financial institutions to assess the economic trend and make well-informed decisions, especially in the face of economic turbulence.
DOI: 10.6084/m9.figshare.12118578
title: Smooth Backfitting of Proportional Hazards With Multiplicative Components

description: Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. By projecting the data down onto the structured space of interest smooth backfitting provides a direct link between data and estimator. This article introduces the ideas of smooth backfitting to survival analysis in a proportional hazard model, where we assume an underlying conditional hazard with multiplicative components. We develop asymptotic theory for the estimator. In a comprehensive simulation study, we show that our smooth backfitting estimator successfully circumvents the curse of dimensionality and outperforms existing estimators. This is especially the case in difficult situations like high number of covariates and/or high correlation between the covariates, where other estimators tend to break down. We use the smooth backfitter in a practical application where we extend recent advances of in-sample forecasting methodology by allowing more information to be incorporated, while still obeying the structured requirements of in-sample forecasting. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.14204119.v1
title: A Bayesian Hierarchical CACE Model Accounting for Incomplete Noncompliance With Application to a Meta-analysis of Epidural Analgesia on Cesarean Section

description: Noncompliance with assigned treatments is a common challenge in analyzing and interpreting randomized clinical trials (RCTs). One way to handle noncompliance is to estimate the complier-average causal effect (CACE), the intervention’s efficacy in the subpopulation that complies with assigned treatment. In a two-step meta-analysis, one could first estimate CACE for each study, then combine them to estimate the population-averaged CACE. However, when some trials do not report noncompliance data, the two-step meta-analysis can be less efficient and potentially biased by excluding these trials. This article proposes a flexible Bayesian hierarchical CACE framework to simultaneously account for heterogeneous and incomplete noncompliance data in a meta-analysis of RCTs. The models are motivated by and used for a meta-analysis estimating the CACE of epidural analgesia on cesarean section, in which only 10 of 27 trials reported complete noncompliance data. The new analysis includes all 27 studies and the results present new insights on the causal effect after accounting for noncompliance. Compared to the estimated risk difference of 0.8% (95% CI: –0.3%, 1.9%) given by the two-step intention-to-treat meta-analysis, the estimated CACE is 4.1% (95% CrI: –0.3%, 10.5%). We also report simulation studies to evaluate the performance of the proposed method. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.16550173
title: Randomization Tests in Observational Studies With Staggered Adoption of Treatment

description: This article considers the problem of inference in observational studies with time-varying adoption of treatment. In addition to an unconfoundedness assumption that the potential outcomes are independent of the times at which units adopt treatment conditional on the units’ observed characteristics, our analysis assumes that the time at which each unit adopts treatment follows a Cox proportional hazards model. This assumption permits the time at which each unit adopts treatment to depend on the observed characteristics of the unit, but imposes the restriction that the probability of multiple units adopting treatment at the same time is zero. In this context, we study randomization tests of a null hypothesis that specifies that there is no treatment effect for all units and all time periods in a distributional sense. We first show that an infeasible test that treats the parameters of the Cox model as known has rejection probability under the null hypothesis no greater than the nominal level in finite samples. Since these parameters are unknown in practice, this result motivates a feasible test that replaces these parameters with consistent estimators. While the resulting test does not need to have the same finite-sample validity as the infeasible test, we show that it has limiting rejection probability under the null hypothesis no greater than the nominal level. In a simulation study, we examine the practical relevance of our theoretical results, including robustness to misspecification of the model for the time at which each unit adopts treatment. Finally, we provide an empirical application of our methodology using the synthetic control-based test statistic and tobacco legislation data found in Abadie, Diamond and Hainmueller. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.12118578.v2
title: Smooth Backfitting of Proportional Hazards With Multiplicative Components

description: Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. By projecting the data down onto the structured space of interest smooth backfitting provides a direct link between data and estimator. This article introduces the ideas of smooth backfitting to survival analysis in a proportional hazard model, where we assume an underlying conditional hazard with multiplicative components. We develop asymptotic theory for the estimator. In a comprehensive simulation study, we show that our smooth backfitting estimator successfully circumvents the curse of dimensionality and outperforms existing estimators. This is especially the case in difficult situations like high number of covariates and/or high correlation between the covariates, where other estimators tend to break down. We use the smooth backfitter in a practical application where we extend recent advances of in-sample forecasting methodology by allowing more information to be incorporated, while still obeying the structured requirements of in-sample forecasting. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.14173405
title: Investigating Clustering and Violence Interruption in Gang-Related Violent Crime Data Using Spatial–Temporal Point Processes With Covariates

description: <b>Reported gang-related violent crimes in Los Angeles, California, from 1/1/14 to 12/31/17 are modeled using spatial–temporal marked Hawkes point processes with covariates. We propose an algorithm to estimate the spatial-temporally varying background rate nonparametrically as a function of demographic covariates. Kernel smoothing and generalized additive models are used in an attempt to model the background rate as closely as possible in an effort to differentiate inhomogeneity in the background rate from causal clustering or triggering of events. The models are fit to data from 2014 to 2016 and evaluated using data from 2017, based on log-likelihood and superthinned residuals. The impact of nonrandomized violence interruption performed by The</b> City of Los Angeles M<b>ayor’s Office of Gang Reduction Youth Development (GRYD) Incident Response (IR) Program is assessed by comparing the triggering associated with GRYD IR Program events to the triggering associated with sub-sampled non-GRYD events selected to have a similar spatial–temporal distribution. The results suggest that GRYD IR Program violence interruption yields a reduction of approximately 18.3% in the retaliation rate in locations more than 130 m from the original reported crimes, and a reduction of 14.2% in retaliations within 130 m.</b>