Principal stratification analysis using principal scores

• Published in: Journal of the Royal Statistical Society. Series B, Statistical methodology Statistical methodology, 2017-06, Vol.79 (3), p.757-777
• Main Authors: Ding, Peng, Lu, Jiannan
• Format: Article
• Language: English
• Subjects: Analysis; Assumptions; Averages; Causal inference; Exclusion restriction; Inference; Intermediate variable; Mathematical models; Monotonicity; Non‐parametric identification; Observational studies; Principal ignorability; Probability; Regression analysis; Samples; Sensitivity analysis; Statistical analysis; Statistical methods; Statistics; Strata; Strategy; Stratification; Stratigraphy; Studies; Violations
• ISSN: 1369-7412; 1467-9868
• DOI: 10.1111/rssb.12191

Practitioners are interested in not only the average causal effect of a treatment on the outcome but also the underlying causal mechanism in the presence of an intermediate variable between the treatment and outcome. However, in many cases we cannot randomize the intermediate variable, resulting in sample selection problems even in randomized experiments. Therefore, we view randomized experiments with intermediate variables as semiobservational studies. In parallel with the analysis of observational studies, we provide a theoretical foundation for conducting objective causal inference with an intermediate variable under the principal stratification framework, with principal strata defined as the joint potential values of the intermediate variable. Our strategy constructs weighted samples based on principal scores, defined as the conditional probabilities of the latent principal strata given covariates, without access to any outcome data. This principal stratification analysis yields robust causal inference without relying on any model assumptions on the outcome distributions. We also propose approaches to conducting sensitivity analysis for violations of the ignorability and monotonicity assumptions: the very crucial but untestable identification assumptions in our theory. When the assumptions required by the classical instrumental variable analysis cannot be justified by background knowledge or cannot be made because of scientific questions of interest, our strategy serves as a useful alternative tool to deal with intermediate variables. We illustrate our methodologies by using two real data examples and find scientifically meaningful conclusions.