Statistical Science

Automated versus Do-It-Yourself Methods for Causal Inference: Lessons Learned from a Data Analysis Competition

Vincent Dorie, Jennifer Hill, Uri Shalit, Marc Scott, and Dan Cervone

Full-text: Open access

Abstract

Statisticians have made great progress in creating methods that reduce our reliance on parametric assumptions. However, this explosion in research has resulted in a breadth of inferential strategies that both create opportunities for more reliable inference as well as complicate the choices that an applied researcher has to make and defend. Relatedly, researchers advocating for new methods typically compare their method to at best 2 or 3 other causal inference strategies and test using simulations that may or may not be designed to equally tease out flaws in all the competing methods. The causal inference data analysis challenge, “Is Your SATT Where It’s At?”, launched as part of the 2016 Atlantic Causal Inference Conference, sought to make progress with respect to both of these issues. The researchers creating the data testing grounds were distinct from the researchers submitting methods whose efficacy would be evaluated. Results from 30 competitors across the two versions of the competition (black-box algorithms and do-it-yourself analyses) are presented along with post-hoc analyses that reveal information about the characteristics of causal inference strategies and settings that affect performance. The most consistent conclusion was that methods that flexibly model the response surface perform better overall than methods that fail to do so. Finally new methods are proposed that combine features of several of the top-performing submitted methods.

Article information

Source
Statist. Sci., Volume 34, Number 1 (2019), 43-68.

Dates
First available in Project Euclid: 12 April 2019

Permanent link to this document
https://projecteuclid.org/euclid.ss/1555056030

Digital Object Identifier
doi:10.1214/18-STS667

Mathematical Reviews number (MathSciNet)
MR3938963

Zentralblatt MATH identifier
07110674

Keywords
Causal inference competition machine learning automated algorithms evaluation

Citation

Dorie, Vincent; Hill, Jennifer; Shalit, Uri; Scott, Marc; Cervone, Dan. Automated versus Do-It-Yourself Methods for Causal Inference: Lessons Learned from a Data Analysis Competition. Statist. Sci. 34 (2019), no. 1, 43--68. doi:10.1214/18-STS667. https://projecteuclid.org/euclid.ss/1555056030


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See also

  • Comment: Spherical Cows in a Vacuum: Data Analysis Competitions for Causal Inference.
  • Comment: Will Competition-Winning Methods for Causal Inference Also Succeed in Practice?.
  • Comment: Strengthening Empirical Evaluation of Causal Inference Methods.
  • Comment on "Automated Versus Do-It-Yourself Methods for Causal Inference: Lessons Learned from a Data Analysis Competition".
  • Comment: Causal Inference Competitions: Where Should We Aim?.
  • Comment: Contributions of Model Features to BART Causal Inference Performance Using ACIC 2016 Competition Data.
  • Rejoinder: Response to Discussions and a Look Ahead.

Supplemental materials

  • Supplement to “Automated versus Do-It-Yourself Methods for Causal Inference: Lessons Learned from a Data Analysis Competition”. The online supplement contains the full set of parameters used to generate the simulations, the metrics used to analyze simulations for difficulty, and the names and institutions of those who submitted. They have our deepest gratitude.