A semiparametric modeling approach using Bayesian Additive Regression Trees with an application to evaluate heterogeneous treatment effects
| Autor: | Vincent Lo Re, Bret Zeldow, Jason Roy |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
FOS: Computer and information sciences Nuisance variable Computer science Bayesian probability Posterior probability Statistics - Applications Regression Article Bayesian Additive Regression Trees Modeling and Simulation Linear regression Covariate Econometrics Applications (stat.AP) Semiparametric regression structural mean model Statistics Probability and Uncertainty Bayesian linear regression antiretrovirals |
| Zdroj: | Ann Appl Stat Ann. Appl. Stat. 13, no. 3 (2019), 1989-2010 |
| DOI: | 10.48550/arxiv.1806.04200 |
| Popis: | Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression framework in which the conditional expectation of an outcome is a function of treatment, its effect modifiers, and confounders. The confounders, not of scientific interest, are allowed to have unspecified functional form, while treatment and other covariates that do have scientific importance are given the usual linear form from parametric regression. The result is a Bayesian semiparametric linear regression model where the posterior distribution of the parameters of the linear part can be interpreted as in parametric Bayesian regression. This is useful in situations where a subset of the variables are of substantive interest and the others are nuisance variables that we would like to control for. An example of this occurs in causal modeling with the structural mean model (SMM). Under certain causal assumptions, our method can be used as a Bayesian SMM. Our methods are demonstrated with simulation studies and an application to dataset involving adults with HIV/Hepatitis C coinfection who newly initiate antiretroviral therapy. The methods are available in an R package semibart. |
| Databáze: | OpenAIRE |
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