Statistical Inference Under Constrained Selection Bias
- URL: http://arxiv.org/abs/2306.03302v3
- Date: Sat, 4 Nov 2023 16:56:02 GMT
- Title: Statistical Inference Under Constrained Selection Bias
- Authors: Santiago Cortes-Gomez, Mateo Dulce, Carlos Patino, Bryan Wilder
- Abstract summary: We propose a framework that enables statistical inference in the presence of selection bias.
The output is high-probability bounds on the value of an estimand for the target distribution.
We analyze the computational and statistical properties of methods to estimate these bounds and show that our method can produce informative bounds on a variety of simulated and semisynthetic tasks.
- Score: 20.862583584531322
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Large-scale datasets are increasingly being used to inform decision making.
While this effort aims to ground policy in real-world evidence, challenges have
arisen as selection bias and other forms of distribution shifts often plague
observational data. Previous attempts to provide robust inference have given
guarantees depending on a user-specified amount of possible distribution shift
(e.g., the maximum KL divergence between the observed and target
distributions). However, decision makers will often have additional knowledge
about the target distribution which constrains the kind of possible shifts. To
leverage such information, we propose a framework that enables statistical
inference in the presence of selection bias which obeys user-specified
constraints in the form of functions whose expectation is known under the
target distribution. The output is high-probability bounds on the value of an
estimand for the target distribution. Hence, our method leverages domain
knowledge in order to partially identify a wide class of estimands. We analyze
the computational and statistical properties of methods to estimate these
bounds and show that our method can produce informative bounds on a variety of
simulated and semisynthetic tasks, as well as in a real-world use case.
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