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Shrinkage Estimation for Causal Inference and Experimental Design (Evan T. R. Rosenman)

February 7 @ 4:15 pm - 5:30 pm

Title: Shrinkage Estimation for Causal Inference and Experimental Design

Speaker: Evan T. R. Rosenman, Assistant Professor of Statistics, Claremont McKenna College

Abstract: Passive collection of observational data — in settings such as medicine, insurance, and e-commerce — is a ubiquitous feature of modern life. For statisticians, these ever-proliferating datasets are both promising and perilous. Observational data often contain rich information about the causal effects of novel treatments, such as a new vaccine or drug regimen. Yet, because assignment to treatment is not randomized within these data, one can never guarantee that treated and untreated units are comparable. Consequently, causal effects derived from observational studies often suffer from bias. The applied literature contains myriad examples of treatments that seemed promising in observational data, only to be overturned by later, higher-quality studies.

How might we make headway, given these challenges? One approach is to couple observational data with randomized trials. In this talk, I will consider how to develop estimators to merge causal effect estimates obtained from observational and experimental datasets, when the two data sources measure the same treatment. I will primarily operate in the Empirical Bayes (EB) framework. EB procedures, rooted in the work of Charles Stein and the renowned James-Stein estimator, offer principled, data-driven methods for reconciling competing estimates of the same quantity. I will discuss two techniques for deriving EB estimators that effectively merge observational and experimental causal estimates. Additionally, I will explore the potential contribution of these concepts to improving the efficiency of prospective randomized trials. Simple algorithms, leveraging numerical integrals, will be highlighted for making more informed recruitment and treatment assignment decisions within the experimental setup.

Evan Rosenman is an Assistant Professor of Statistics in the Claremont McKenna Department of Mathematical Sciences. His research focuses primarily on problems in data science and causal inference, with applications to political science and public health. He is particularly intrigued by problems involving hybridizing observational and experimental data to better estimate causal effects, and by applications in modern electioneering, such as ecological inference and prediction calibration. He earned his PhD in Statistics from Stanford University and completed a postdoctoral fellowship at the Harvard Data Science Initiative.

Details

Date:
February 7
Time:
4:15 pm - 5:30 pm
Event Category:

Organizers

Edray Goins
Bahar Acu

Venue

Argue Auditorium, Pomona College
610 N. College Ave.
Claremont, CA 91711 United States
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