Posts

This post explores principal stratification and mediation analysis as tools for understanding causal effects, decomposing them into direct and indirect components. It covers scenarios like non-compliance, missing outcomes, and surrogate indices, highlighting the importance of assumptions such as no direct effects and no Defiers. Practical methods, including multiple imputation, regression, and matching, are discussed for estimating effects even when key quantities are unobserved. Real-world examples, like marketing lift studies and product funnels, illustrate the relevance of these techniques for addressing complex causal questions.

In this note, we introduce a method for interpreting and validating the results of uplift modeling. We propose two novel strategies for controlling the Familywise Error Rate in this setting.

Randomization provides the “reasoned basis for inference” in an experiment. Yet some approaches to analyzing experiments ignore the special structure of randomization. Simple, familiar approaches like regression models sometimes give wrong answers when applied to experiments. Approaches exploiting randomization deliver more reliable inferences than methods neglecting it. Randomization inference should be the first method we reach for when analyzing experiments.

Adjusting for observed factors does not elevate an observational study to the reliability of an experiment. P-values are not appropriate measures of the strength of evidence in an observational study. Instead, sensitivity analysis allows us to identify the magnitude of hidden biases that would be necessary to invalidate study conclusions. This leads to a strength-of-evidence metric appropriate for an observational study.

Observational studies involve more uncertainty than randomized experiments. Sensitivity analysis offers an approach to quantifying this uncertainty.

In a previous post, we discussed why randomization provides a reasoned basis for inference in an experiment. Randomization not only quantifies the plausibility of a causal effect but also allows us to infer something about the size of that effect.

In his 1935 book, “Design of Experiments”, Ronald Fisher described randomization as the “reasoned basis for inference” in an experiment. Why do we need a “basis” at all, let alone a reasoned one?

Table of Contents Introduction As Treated, Per Protocol, and Intent to Treat Potential Outcomes Notation Instrumental Variables Dose-Response Models Conclusions and Further Reading References Introduction Tech companies spoil data scientists. It’s so easy for us to A/B test everything.

I’ve been an Emacs user for about 15 years, and for the most part I use Emacs for org-mode and python development. I’ve happily used Jorgen Schäfer’s elpy as the core of my python development workflow for the last 5 years or so, and I’ve been happy with it.

I started a new job recently and took the opportunity to install a new version of Emacs. Emacs 29 includes tree-sitter and built-in eglot support, which I’ll write about some other time.