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Development and application of heterogeneous causal effect estimation

Research Project

Project/Area Number 18H03209
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 60030:Statistical science-related
Research InstitutionKeio University

Principal Investigator

HOSHINO TAKAHIRO  慶應義塾大学, 経済学部(三田), 教授 (20390586)

Co-Investigator(Kenkyū-buntansha) 繁桝 算男  慶應義塾大学, 社会学研究科(三田), 訪問教授 (90091701)
猪狩 良介  法政大学, 経営学部, 講師 (00824468)
加藤 諒  神戸大学, 計算社会科学研究センター, 助教 (30823843)
Project Period (FY) 2018-04-01 – 2022-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥16,770,000 (Direct Cost: ¥12,900,000、Indirect Cost: ¥3,870,000)
Fiscal Year 2021: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2020: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2019: ¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2018: ¥5,590,000 (Direct Cost: ¥4,300,000、Indirect Cost: ¥1,290,000)
Keywords因果効果推定 / 階層モデル / ベイズ推定 / 傾向スコア / 選択バイアス / 因果効果 / 階層データ / 適応的デザイン / ノンコンプライアンス
Outline of Final Research Achievements

This study extends the framework of the Rubin causality model, one of the most important and applied models in statistical science in recent years, to develop a unified model for the heterogeneity of causal effects in hierarchical cluster data and individual-level effects where the intervention effect differs depending on some factors even for the same individual. We developed an efficient estimation method that avoids the bias introduced by existing methods. We also clarified that the presence of heterogeneity leads to the problem of inconsistent results across multiple RCTs, and developed a method to correct for selection bias that takes heterogeneity into account while partially utilizing population information. Simultaneously with the development of these methodologies, we conducted applied research in marketing, medicine, and education to demonstrate the validity of the proposed framework and methodologies.

Academic Significance and Societal Importance of the Research Achievements

無作為化実験が実行上あるいは倫理上難しい場合の研究における因果効果推定は医学における治療法の有効性の検証や政策効果の評価など社会的に非常に重要である。特に医学研究であれば個人差、補助金等企業の施策であれば企業による効果の違い(異質性)を正しく理解することは効率的な医療資源の供給や政策資源の配分において非常に意義がある。本研究では異質性を理解する際に生じるバイアスの除去を、場合によってはマクロレベルでしかデータが得られないといった現実場面にも利用可能な形で実施するなど、実用的ないくつかの方法を開発したという点で意義があると考えられる。

Report

(5 results)
  • 2021 Annual Research Report   Final Research Report ( PDF )
  • 2020 Annual Research Report
  • 2019 Annual Research Report
  • 2018 Annual Research Report
  • Research Products

    (27 results)

All 2022 2021 2020 2019 2018 Other

All Int'l Joint Research (1 results) Journal Article (11 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 11 results,  Open Access: 1 results) Presentation (15 results) (of which Int'l Joint Research: 7 results)

  • [Int'l Joint Research] Northwestern University(米国)

    • Related Report
      2020 Annual Research Report
  • [Journal Article] Joint modeling of effects of customer tier program on customer purchase duration and purchase amount2022

    • Author(s)
      Nishio Kazuki、Hoshino Takahiro
    • Journal Title

      Journal of Retailing and Consumer Services

      Volume: 66 Pages: 102906-102906

    • DOI

      10.1016/j.jretconser.2021.102906

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Semiparametric Bayes instrumental variable estimation with many weak instruments2021

    • Author(s)
      Ryo Kato and Takahiro Hoshino
    • Journal Title

      Stat

      Volume: 10(1) Issue: 1

    • DOI

      10.1002/sta4.350

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Unplanned purchase of new products2021

    • Author(s)
      Kato Ryo、Hoshino Takahiro
    • Journal Title

      Journal of Retailing and Consumer Services

      Volume: 59 Pages: 102397-102397

    • DOI

      10.1016/j.jretconser.2020.102397

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 実店舗内における高額商品選択を促す事前の購買行動の検討―スマートカートデータを活用した実証分析―2021

    • Author(s)
      齊藤勇樹・星野崇宏
    • Journal Title

      マーケティング・サイエンス

      Volume: -

    • NAID

      130008036784

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Dynamic two stage modeling for category-level and brand-level purchases using potential outcome approach with Bayes inference2020

    • Author(s)
      Kei Miyazaki, Takahiro Hoshino and Ulf Bockenholt
    • Journal Title

      Journal of Business & Economic Statistics

      Volume: - Issue: 3 Pages: 622-635

    • DOI

      10.1080/07350015.2019.1702047

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report 2019 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Kernel canonical correlation analysis for data combination of multiple-source datasets2020

    • Author(s)
      Mitsuhiro Masaki、Hoshino Takahiro
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 3 Issue: 2 Pages: 651-668

    • DOI

      10.1007/s42081-020-00074-z

    • NAID

      210000176135

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Parametric Identification of the Joint Distribution of the Potential Outcomes2020

    • Author(s)
      Keisuke Takahata and Takahiro Hoshino.
    • Journal Title

      Stat

      Volume: e254 Issue: 1

    • DOI

      10.1002/sta4.254

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Kernel Canonical Correlation Analysis for Data Fusion of Multiple Source Datasets2020

    • Author(s)
      Masaki Mitsuhiro and Takahiro Hoshino
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: ー

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The impact of competitors store flyer advertisement on EDLP/HiLo chain performance in highly competitive retail market: GPS information and POS data approach in Japan2020

    • Author(s)
      Ryo Kato and Takahiro Hoshino
    • Journal Title

      Journal of Advertising

      Volume: 48 Issue: 5 Pages: 569-587

    • DOI

      10.1080/00913367.2019.1668892

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Doubly Robust-type Estimation of Population Moments or Parameters in Biased Sampling2020

    • Author(s)
      Yuya Shimizu, Takahiro Hoshino
    • Journal Title

      Stat

      Volume: - Issue: 1

    • DOI

      10.1002/sta4.241

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous?discrete covariates2019

    • Author(s)
      Kato Ryo、Hoshino Takahiro
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: in press Issue: 3 Pages: 803-825

    • DOI

      10.1007/s10463-019-00710-w

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Presentation] Estimation of Local Average Treatment Effect by Data Combination2022

    • Author(s)
      Kazuhiko Shinoda、Takahiro Hoshino
    • Organizer
      36th AAAI conference on artificial intelligence
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Fatigue-Aware Ad Creative Selection2020

    • Author(s)
      Daisuke Moriwaki, Komei Fujita, Shota Yasui and Takahiro Hoshino
    • Organizer
      WSDM 2020 : ACM International Conference on Web Search and Data Mining, Houston, TX, USA.
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Regression Discontinuity Design with Multiple Groups for Heterogeneous Causal Effect Estimation2019

    • Author(s)
      Takayuki Toda, Ayako Wakano and Takahiro Hoshino
    • Organizer
      North American Summer Meeting of the Econometric Society
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A Data Fusion Approach for Interpurchase-Timing Model Using the Incomplete Purchase Histories2019

    • Author(s)
      Ryosuke Igari and Takahiro Hoshino
    • Organizer
      ISMS Marketing Science Conference 2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Measuring the Effect of Competitors’ Store Flyers on EDLP and HiLo Store Performance: GPS Data Approach2019

    • Author(s)
      Ryo Kato and Takahiro Hoshino
    • Organizer
      ISMS Marketing Science Conference 2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] スマートレジカートを利用した事前の購買商品の影響についての検討2019

    • Author(s)
      齊藤勇樹・白石佳奈子・星野崇宏
    • Organizer
      日本マーケティング・サイエンス学会 第105回研究大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] ガウス過程潜在変数モデルを用いたデータ融合法の提案2019

    • Author(s)
      光廣正基・星野崇宏
    • Organizer
      2019年度統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] 欠測データ解析を用いた複数の政府統計調査の統計的融合2019

    • Author(s)
      慶野有輝・星野崇宏・柴田卓也・清水祐弥
    • Organizer
      2019年度統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] NMARな欠測でのガウス過程潜在変数モデルを用い たデータ融合法の提案2019

    • Author(s)
      光廣正基・星野崇宏
    • Organizer
      第22回情報論的学習理論ワークショップ (IBIS 2019)
    • Related Report
      2019 Annual Research Report
  • [Presentation] 店舗内での選択商品の事後の選択への影響-スマートカートデータを用いた逐次選択の研究-2019

    • Author(s)
      星野崇宏
    • Organizer
      行動経済学会第13回大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] Semiparametric Bayes model for multidimensional instrumental variables2018

    • Author(s)
      Kato ryo, Takahiro Hoshino
    • Organizer
      2018 Joint Statistical Meetings
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Relaxation of Ignorability and Independence Assumptions Under the Availability of Auxiliary Moment Conditions: Application to Data Fusion.2018

    • Author(s)
      Keisuke Takahata, Takahiro Hoshino
    • Organizer
      2018 Joint Statistical Meetings
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 外部周辺情報を利用した異質性のある因果効果の識別と推定2018

    • Author(s)
      高畑圭祐、星野崇宏
    • Organizer
      2018 年度 統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 母集団情報を利用した欠測を含む操作変数への対処2018

    • Author(s)
      加藤諒、星野崇宏
    • Organizer
      2018 年度 統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Biased sampling での母集団モーメントや母数の推定2018

    • Author(s)
      清水祐弥、星野崇宏
    • Organizer
      2018 年度 統計関連学会連合大会
    • Related Report
      2018 Annual Research Report

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Published: 2018-04-23   Modified: 2023-01-30  

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