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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.2019.tde-27072019-160701
Document
Author
Full name
Pedro Henrique Filipini dos Santos
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2019
Supervisor
Committee
Lopes, Hedibert Freitas (President)
Artes, Rinaldo
Cozman, Fabio Gagliardi
Title in Portuguese
Analise de efeitos de tratamento em modelos de árvores Bayesianas
Keywords in Portuguese
BART
Causalidade
Escore de propensão
Abstract in Portuguese
A inclusão do escore de propensão como uma covariável em modelos de árvores de regressão Bayesianas para inferência causal pode reduzir o viés existente nas estimações de efeitos de tratamento, o qual ocorre devido ao fenômeno de confudimento induzido por regularização. Este estudo defende o uso do escore de propensão por meio de um panorama de seleção de variáveis totalmente Bayesiano, e através do uso de Gráficos de Expectativa Individual Condicional, que se trata de um elemento que pode aprimorar a análise de efeitos de tratamento. Tal ferramental pode ser utilizado como meio de identificar grupos que possuem diferentes respostas ao tratamento aplicado e para analisar o impacto de cada variável no efeito de tratamento estimado.
Title in English
Tree-based Bayesian treatment effect analysis
Keywords in English
BART
Causality
Propensity score
Abstract in English
The inclusion of the propensity score as a covariate in Bayesian regression trees for causal inference can reduce the bias in treatment effect estimations, which occurs due to the regularization-induced confounding phenomenon. This study advocates for the use of the propensity score by evaluating it under a full-Bayesian variable selection setting, and the use of Individual Conditional Expectation Plots as a graphical tool to improve treatment effect analysis. These tools can be used to form groups with different responses to the applied treatment, and to analyze the impact of each variable in the estimated treatment effect.
 
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Publishing Date
2019-08-26
 
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