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Forecasting Causal Effects of Future Interventions: Confounding and Transportability Issues

Laura Forastiere, Fan Li, Michela Baccini

Abstract

Recent developments in causal inference allow us to transport a causal effect of a time-fixed treatment from a randomized trial to a target population across space but within the same time frame. In contrast to transportability across space, transporting causal effects across time or forecasting causal effects of future interventions is more challenging due to time-varying confounders and time-varying effect modifiers. In this article, we seek to formally clarify the causal estimands for forecasting causal effects over time and the structural assumptions required to identify these estimands. Specifically, we develop a set of novel nonparametric identification formulas--g-computation formulas--for these causal estimands, and lay out the conditions required to accurately forecast causal effects from a past observed sample to a future population in a future time window. Our overarching objective is to leverage the modern causal inference theory to provide a theoretical framework for investigating whether the effects seen in a past sample would carry over to a new future population. Throughout the article, a working example addressing the effect of public policies or social events on COVID-related deaths is considered to contextualize the developments of analytical results.

Forecasting Causal Effects of Future Interventions: Confounding and Transportability Issues

Abstract

Recent developments in causal inference allow us to transport a causal effect of a time-fixed treatment from a randomized trial to a target population across space but within the same time frame. In contrast to transportability across space, transporting causal effects across time or forecasting causal effects of future interventions is more challenging due to time-varying confounders and time-varying effect modifiers. In this article, we seek to formally clarify the causal estimands for forecasting causal effects over time and the structural assumptions required to identify these estimands. Specifically, we develop a set of novel nonparametric identification formulas--g-computation formulas--for these causal estimands, and lay out the conditions required to accurately forecast causal effects from a past observed sample to a future population in a future time window. Our overarching objective is to leverage the modern causal inference theory to provide a theoretical framework for investigating whether the effects seen in a past sample would carry over to a new future population. Throughout the article, a working example addressing the effect of public policies or social events on COVID-related deaths is considered to contextualize the developments of analytical results.
Paper Structure (33 sections, 5 theorems, 43 equations, 4 figures, 1 table)

This paper contains 33 sections, 5 theorems, 43 equations, 4 figures, 1 table.

Key Result

Proposition 1

Under Assumption ass:transp_4, and further assuming the following conditions for all $i \in \mathcal{I}_F$: the expected potential outcome at time $T+F$ is identified as: where the marginalizing distribution $f_{\boldsymbol{X}_{iT+F}}(\boldsymbol{x}|\boldsymbol{X}_{i0}, i\in \mathcal{I}_F)$ is the conditional distribution for time-varying covariates at the future time point $T+F$For simplicity, we

Figures (4)

  • Figure 1: Timeline and notation for point-treatments.
  • Figure 2: Timeline and notation for time-varying treatments.
  • Figure 3: Potential treatment vectors $\overline{Z}_{it}^{B,K}$ and corresponding treatment indicator $D_{it}$ for a time point $t$ for different intervention/event settings and effects of interest.
  • Figure 4: Timeline and notation for predicting the impact of an intervention if applied to a future treatment window on a future outcome window. The time window with a dashed red border represents the hypothetical 3-day intervention that we wish to apply in the future.

Theorems & Definitions (9)

  • Proposition 1: Identification via Temporal Transportability
  • Proposition 2: Identification of Future Covariate Distributions
  • Proposition 3: Identification via Temporal Transportability
  • Remark 1: Additional observations
  • Remark 2: Alternative estimand: conditioning on observed history
  • Remark 3: Forecasting in the immediate future
  • Proposition 4: Identification of Future Exposure-Response Functions
  • Proposition 5: Identification of the Future Average Exposure Effect
  • Remark 4: Alternative estimand: conditioning on observed history