Showing 1–15 of 15 results for author: Guo, F R

Expert-Guided g-computation with Large Language Models for Estimating Causal Effects on Timings: Applications to Hospital Quality Improvement

Authors: Patrick Vossler, Jialin Ouyang, F. Richard Guo, Anran Huang, Ali Shojaie, Lucas Zier, Fan Xia, Jean Feng

Abstract: Hospital quality improvement (QI) programs routinely face multiple candidate interventions to optimize hospital flow, but existing methods struggle to estimate and rank the causal effects of such interventions. This work focuses on one of the most standard hospital metrics, the average length of stay (LOS), and its causal estimand, the average time saved. To characterize this causal effect, qualit… ▽ More Hospital quality improvement (QI) programs routinely face multiple candidate interventions to optimize hospital flow, but existing methods struggle to estimate and rank the causal effects of such interventions. This work focuses on one of the most standard hospital metrics, the average length of stay (LOS), and its causal estimand, the average time saved. To characterize this causal effect, qualitative approaches rely on expert judgment to map patient trajectories, making them susceptible to cognitive biases; quantitative approaches rely on data-driven models, which fail when interventions are hypothetical with no historical data or have complex causal mechanisms that require clinical reasoning rather than data alone. We propose expert-guided g-computation, or egg-computation, which combines the complementary strengths of both approaches by connecting the Gantt charts commonly used to map patient trajectories with the causal DAG literature. We introduce a causal model over Gantt charts and establish identification using a variant of g-computation that seeks expert input only for components unidentifiable from data. To make egg-computation practical, we develop an LLM-assisted pipeline that reliably scales up expert reasoning. In simulations, egg-computation outperforms conventional causal inference methods when patients have diverse causal structures and intervention mechanisms. In a study of eleven candidate QI interventions at an urban safety-net hospital, the LLM pipeline generated graphs and time-saving estimates highly concordant with those of human experts. Beyond healthcare, egg-computation is a broadly applicable framework for estimating the average time saved for candidate interventions whose causal mechanisms can be represented using Gantt charts. △ Less

Submitted 10 August, 2026; originally announced August 2026.

The Debiased Score Test: Hunt-and-test for Semiparametric Hypotheses

Authors: Aditya Dhawan, F. Richard Guo, Rajen D. Shah

Abstract: The parametric score test assesses a hypothesis through derivatives of the log-likelihood, whose expectation vanishes under the null. When the parameter of interest is a regression function identified as a risk minimiser, we extend this idea to test whether it belongs to a given linear function class. This yields goodness-of-fit tests for common semiparametric regression models, including generali… ▽ More The parametric score test assesses a hypothesis through derivatives of the log-likelihood, whose expectation vanishes under the null. When the parameter of interest is a regression function identified as a risk minimiser, we extend this idea to test whether it belongs to a given linear function class. This yields goodness-of-fit tests for common semiparametric regression models, including generalised additive and partially linear models. Suitably formulated, the framework also detects effect modifiers in observational studies. We propose a hunt-and-test strategy that splits the data into two: on one part, after fitting the null model, machine learning is used to identify a promising direction in the empirical scores; on the other, we test whether the score vanishes in that direction. To account for error in estimating the null model, we apply a debiasing correction based on a weighted least squares projection. We establish Type I error control under relatively mild conditions and show the test has power whenever the hunted direction is correlated with the true score. Simulations and real-data examples demonstrate favourable performance, including identifying effect modifiers in an HIV clinical trial and assessing an additive model for insurance claims. The methodology is implemented in the R package dScoreTest. △ Less

Submitted 30 July, 2026; originally announced July 2026.

Model-oriented Graph Distances via Partially Ordered Sets

Authors: Armeen Taeb, F. Richard Guo, Leonard Henckel

Abstract: A well-defined distance on the parameter space is key to evaluating estimators, ensuring consistency, and building confidence sets. While there are typically standard distances to adopt in a continuous space, this is not the case for combinatorial parameters such as graphs that represent statistical models. Defined on the graphs alone, existing proposals like the structural Hamming distance ignore… ▽ More A well-defined distance on the parameter space is key to evaluating estimators, ensuring consistency, and building confidence sets. While there are typically standard distances to adopt in a continuous space, this is not the case for combinatorial parameters such as graphs that represent statistical models. Defined on the graphs alone, existing proposals like the structural Hamming distance ignore the structure of the model space and can thus exhibit undesirable behaviors. We propose a model-oriented framework for defining the distance between graphs that is applicable across different graph classes. Our approach treats each graph as a statistical model and organizes the graphs in a partially ordered set based on model inclusion. This induces a neighborhood structure, from which we define the model-oriented distance as the length of a shortest path through neighbors, yielding a metric in the space of graphs. We apply this framework to probabilistic undirected graphs, causal directed acyclic graphs, {causal acyclic directed mixed graphs}, probabilistic completed partially directed acyclic graphs, and causal maximally oriented partially directed acyclic graphs. We analyze theoretical and empirical behaviors of the model-oriented distance. By exploiting the underlying poset structures, we develop algorithms for computing and bounding the proposed distance that scale to moderate-sized graphs. Finally, we showcase its utility for quantifying the robustness of adjustment sets to errors in specifying the causal graph. △ Less

Submitted 30 June, 2026; v1 submitted 13 November, 2025; originally announced November 2025.

On the universal calibration of heavy-tailed combination tests

Authors: Parijat Chakraborty, F. Richard Guo, Kerby Shedden, Stilian Stoev

Abstract: It is often of interest to test a global null hypothesis using multiple, possibly dependent $p$-values by combining their strengths while controlling the type-I error. Recently, several heavy-tailed combination tests, such as the harmonic mean test and the Cauchy combination test, have been proposed: they transform $p$-values into heavy-tailed random variables before combining them into a single t… ▽ More It is often of interest to test a global null hypothesis using multiple, possibly dependent $p$-values by combining their strengths while controlling the type-I error. Recently, several heavy-tailed combination tests, such as the harmonic mean test and the Cauchy combination test, have been proposed: they transform $p$-values into heavy-tailed random variables before combining them into a single test statistic. The resulting tests, which are calibrated under some form of independence assumption among the $p$-values, have been shown to be rather robust to dependence asymptotically as the $α$ level gets small. Yet, it has remained an open problem to understand this general phenomenon and characterize how such tests behave under dependence. Using the framework of multivariate regular variation from extreme value theory, we show that for a class of combination tests that are homogeneous, the asymptotic level of the test can be expressed using the angular measure under multivariate regular variation. This measure characterizes the dependence of the transformed heavy-tailed variables in their upper tails, or equivalently, the dependence of the $p$-values near zero. We use this result to study several tests. The harmonic mean test, which coincides with the Pareto linear combination test, is shown to be universally calibrated regardless of the tail dependence; further, this test is shown to be the only one that achieves universal calibration among all homogeneous heavy-tailed combination tests. In contrast, the Cauchy combination test is shown to be universally honest but often conservative; the Dunn-Šidák correction, also known as the Tippett's method, while being honest, is calibrated if and only if the underlying $p$-values are independent near zero. These theoretical findings are corroborated with simulations and an application to independence testing with survey data. △ Less

Submitted 23 March, 2026; v1 submitted 15 September, 2025; originally announced September 2025.

Comments: 5 figures, 44 pages

The Categorical Instrumental Variable Model: Characterization, Partial Identification, and Statistical Inference

Authors: Yilin Song, F. Richard Guo, K. C. Gary Chan, Thomas S. Richardson

Abstract: We study categorical instrumental variable (IV) models with instrument, treatment and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are compatible with a given observed data distribution in terms of a minimal set of inequalities. These inequalities unify several different IV models defined by versio… ▽ More We study categorical instrumental variable (IV) models with instrument, treatment and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are compatible with a given observed data distribution in terms of a minimal set of inequalities. These inequalities unify several different IV models defined by versions of the independence and exclusion restriction assumptions. They lead to sharp bounds on causal functionals and provide a sharp criterion for model falsification. For linear functionals of the joint counterfactual distribution, such as pairwise average treatment effects and probabilities of potential outcomes, we construct confidence intervals with simultaneous finite-sample coverage, using a tail bound on the Kullback--Leibler divergence. We illustrate our method using data from the Minneapolis Domestic Violence Experiment. △ Less

Submitted 5 August, 2026; v1 submitted 15 May, 2024; originally announced May 2024.

Comments: Full revised article with supplementary materials

Confounder selection via iterative graph expansion

Authors: F. Richard Guo, Qingyuan Zhao

Abstract: Confounder selection, namely choosing a set of covariates to control for confounding between a treatment and an outcome, is arguably the most important step in the design of an observational study. Previous methods, such as Pearl's back-door criterion, typically require pre-specifying a causal graph, which can often be difficult in practice. We propose an interactive procedure for confounder selec… ▽ More Confounder selection, namely choosing a set of covariates to control for confounding between a treatment and an outcome, is arguably the most important step in the design of an observational study. Previous methods, such as Pearl's back-door criterion, typically require pre-specifying a causal graph, which can often be difficult in practice. We propose an interactive procedure for confounder selection that does not require pre-specifying the graph or the set of observed variables. This procedure iteratively expands the causal graph by finding what we call "primary adjustment sets" for a pair of possibly confounded variables. This can be viewed as inverting a sequence of marginalizations of the underlying causal graph. Structural information in the form of primary adjustment sets is elicited from the user, bit by bit, until either a set of covariates is found to control for confounding or it can be determined that no such set exists. Other information, such as the causal relations between confounders, is not required by the procedure. We show that if the user correctly specifies the primary adjustment sets in every step, our procedure is both sound and complete. △ Less

Submitted 2 September, 2025; v1 submitted 12 September, 2023; originally announced September 2023.

Comments: 31 pages; new notation and terminology; to appear in the Annals of Statistics

MSC Class: 62A09 (Primary); 62D20 (Secondary)

Journal ref: Ann. Statist. 54 (1) 516 - 541, 2026

Rank-transformed subsampling: inference for multiple data splitting and exchangeable p-values

Authors: F. Richard Guo, Rajen D. Shah

Abstract: Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may lead to different results. Secondly, the test typically loses power because it does not fully utilise the entire sample. As a remedy to these drawbacks, we study h… ▽ More Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may lead to different results. Secondly, the test typically loses power because it does not fully utilise the entire sample. As a remedy to these drawbacks, we study how to combine the test statistics or p-values resulting from multiple random realisations such as through random data splits. We develop rank-transformed subsampling as a general method for delivering large sample inference about the combined statistic or p-value under mild assumptions. We apply our methodology to a wide range of problems, including testing unimodality in high-dimensional data, testing goodness-of-fit of parametric quantile regression models, testing no direct effect in a sequentially randomised trial and calibrating cross-fit double machine learning confidence intervals. In contrast to existing p-value aggregation schemes that can be highly conservative, our method enjoys type-I error control that asymptotically approaches the nominal level. Moreover, compared to using the ordinary subsampling, we show that our rank transform can remove the first-order bias in approximating the null under alternatives and greatly improve power. △ Less

Submitted 4 September, 2024; v1 submitted 6 January, 2023; originally announced January 2023.

Comments: 83 pages; typo correction and bibliography updates

Confounder Selection: Objectives and Approaches

Authors: F. Richard Guo, Anton Rask Lundborg, Qingyuan Zhao

Abstract: Confounder selection is perhaps the most important step in the design of observational studies. A number of criteria, often with different objectives and approaches, have been proposed, and their validity and practical value have been debated in the literature. Here, we provide a unified review of these criteria and the assumptions behind them. We list several objectives that confounder selection… ▽ More Confounder selection is perhaps the most important step in the design of observational studies. A number of criteria, often with different objectives and approaches, have been proposed, and their validity and practical value have been debated in the literature. Here, we provide a unified review of these criteria and the assumptions behind them. We list several objectives that confounder selection methods aim to achieve and discuss the amount of structural knowledge required by different approaches. Finally, we discuss limitations of the existing approaches and implications for practitioners. △ Less

Submitted 24 September, 2023; v1 submitted 29 August, 2022; originally announced August 2022.

Comments: 15 pages

Variable elimination, graph reduction and efficient g-formula

Authors: F. Richard Guo, Emilija Perković, Andrea Rotnitzky

Abstract: We study efficient estimation of an interventional mean associated with a point exposure treatment under a causal graphical model represented by a directed acyclic graph without hidden variables. Under such a model, it may happen that a subset of the variables are uninformative in that failure to measure them neither precludes identification of the interventional mean nor changes the semiparametri… ▽ More We study efficient estimation of an interventional mean associated with a point exposure treatment under a causal graphical model represented by a directed acyclic graph without hidden variables. Under such a model, it may happen that a subset of the variables are uninformative in that failure to measure them neither precludes identification of the interventional mean nor changes the semiparametric variance bound for regular estimators of it. We develop a set of graphical criteria that are sound and complete for eliminating all the uninformative variables so that the cost of measuring them can be saved without sacrificing estimation efficiency, which could be useful when designing a planned observational or randomized study. Further, we construct a reduced directed acyclic graph on the set of informative variables only. We show that the interventional mean is identified from the marginal law by the g-formula (Robins, 1986) associated with the reduced graph, and the semiparametric variance bounds for estimating the interventional mean under the original and the reduced graphical model agree. This g-formula is an irreducible, efficient identifying formula in the sense that the nonparametric estimator of the formula, under regularity conditions, is asymptotically efficient under the original causal graphical model, and no formula with such property exists that only depends on a strict subset of the variables. △ Less

Submitted 2 December, 2022; v1 submitted 24 February, 2022; originally announced February 2022.

Comments: 67 pages; to appear in Biometrika

Discussion of 'Estimating time-varying causal excursion effect in mobile health with binary outcomes' by T. Qian et al

Authors: F. Richard Guo, Thomas S. Richardson, James M. Robins

Abstract: We discuss the recent paper on "excursion effect" by T. Qian et al. (2020). We show that the methods presented have close relationships to others in the literature, in particular to a series of papers by Robins, Hernán and collaborators on analyzing observational studies as a series of randomized trials. There is also a close relationship to the history-restricted and the history-adjusted marginal… ▽ More We discuss the recent paper on "excursion effect" by T. Qian et al. (2020). We show that the methods presented have close relationships to others in the literature, in particular to a series of papers by Robins, Hernán and collaborators on analyzing observational studies as a series of randomized trials. There is also a close relationship to the history-restricted and the history-adjusted marginal structural models (MSM). Important differences and their methodological implications are clarified. We also demonstrate that the excursion effect can depend on the design and discuss its suitability for modifying the treatment protocol. △ Less

Submitted 3 March, 2021; originally announced March 2021.

Comments: Submitted to Biometrika as an invited discussion

Minimal enumeration of all possible total effects in a Markov equivalence class

Authors: F. Richard Guo, Emilija Perković

Abstract: In observational studies, when a total causal effect of interest is not identified, the set of all possible effects can be reported instead. This typically occurs when the underlying causal DAG is only known up to a Markov equivalence class, or a refinement thereof due to background knowledge. As such, the class of possible causal DAGs is represented by a maximally oriented partially directed acyc… ▽ More In observational studies, when a total causal effect of interest is not identified, the set of all possible effects can be reported instead. This typically occurs when the underlying causal DAG is only known up to a Markov equivalence class, or a refinement thereof due to background knowledge. As such, the class of possible causal DAGs is represented by a maximally oriented partially directed acyclic graph (MPDAG), which contains both directed and undirected edges. We characterize the minimal additional edge orientations required to identify a given total effect. A recursive algorithm is then developed to enumerate subclasses of DAGs, such that the total effect in each subclass is identified as a distinct functional of the observed distribution. This resolves an issue with existing methods, which often report possible total effects with duplicates, namely those that are numerically distinct due to sampling variability but are in fact causally identical. △ Less

Submitted 2 March, 2021; v1 submitted 16 October, 2020; originally announced October 2020.

Comments: Corrected Figure 7

Efficient least squares for estimating total effects under linearity and causal sufficiency

Authors: F. Richard Guo, Emilija Perković

Abstract: Recursive linear structural equation models are widely used to postulate causal mechanisms underlying observational data. In these models, each variable equals a linear combination of a subset of the remaining variables plus an error term. When there is no unobserved confounding or selection bias, the error terms are assumed to be independent. We consider estimating a total causal effect in this s… ▽ More Recursive linear structural equation models are widely used to postulate causal mechanisms underlying observational data. In these models, each variable equals a linear combination of a subset of the remaining variables plus an error term. When there is no unobserved confounding or selection bias, the error terms are assumed to be independent. We consider estimating a total causal effect in this setting. The causal structure is assumed to be known only up to a maximally oriented partially directed acyclic graph (MPDAG), a general class of graphs that can represent a Markov equivalence class of directed acyclic graphs (DAGs) with added background knowledge. We propose a simple estimator based on recursive least squares, which can consistently estimate any identified total causal effect, under point or joint intervention. We show that this estimator is the most efficient among all regular estimators that are based on the sample covariance, which includes covariate adjustment and the estimators employed by the joint-IDA algorithm. Notably, our result holds without assuming Gaussian errors. △ Less

Submitted 17 March, 2022; v1 submitted 8 August, 2020; originally announced August 2020.

Comments: Minor edits

Chernoff-type Concentration of Empirical Probabilities in Relative Entropy

Authors: F. Richard Guo, Thomas S. Richardson

Abstract: We study the relative entropy of the empirical probability vector with respect to the true probability vector in multinomial sampling of $k$ categories, which, when multiplied by sample size $n$, is also the log-likelihood ratio statistic. We generalize a recent result and show that the moment generating function of the statistic is bounded by a polynomial of degree $n$ on the unit interval, unifo… ▽ More We study the relative entropy of the empirical probability vector with respect to the true probability vector in multinomial sampling of $k$ categories, which, when multiplied by sample size $n$, is also the log-likelihood ratio statistic. We generalize a recent result and show that the moment generating function of the statistic is bounded by a polynomial of degree $n$ on the unit interval, uniformly over all true probability vectors. We characterize the family of polynomials indexed by $(k,n)$ and obtain explicit formulae. Consequently, we develop Chernoff-type tail bounds, including a closed-form version from a large sample expansion of the bound minimizer. Our bound dominates the classic method-of-types bound and is competitive with the state of the art. We demonstrate with an application to estimating the proportion of unseen butterflies. △ Less

Submitted 12 May, 2021; v1 submitted 19 March, 2020; originally announced March 2020.

Comments: corrected a numerical error

Empirical Bayes for Large-scale Randomized Experiments: a Spectral Approach

Authors: F. Richard Guo, James McQueen, Thomas S. Richardson

Abstract: Large-scale randomized experiments, sometimes called A/B tests, are increasingly prevalent in many industries. Though such experiments are often analyzed via frequentist $t$-tests, arguably such analyses are deficient: $p$-values are hard to interpret and not easily incorporated into decision-making. As an alternative, we propose an empirical Bayes approach, which assumes that the treatment effect… ▽ More Large-scale randomized experiments, sometimes called A/B tests, are increasingly prevalent in many industries. Though such experiments are often analyzed via frequentist $t$-tests, arguably such analyses are deficient: $p$-values are hard to interpret and not easily incorporated into decision-making. As an alternative, we propose an empirical Bayes approach, which assumes that the treatment effects are realized from a "true prior". This requires inferring the prior from previous experiments. Following Robbins, we estimate a family of marginal densities of empirical effects, indexed by the noise scale. We show that this family is characterized by the heat equation. We develop a spectral maximum likelihood estimate based on a Fourier series representation, which can be efficiently computed via convex optimization. In order to select hyperparameters and compare models, we describe two model selection criteria. We demonstrate our method on simulated and real data, and compare posterior inference to that under a Gaussian mixture model of the prior. △ Less

Submitted 25 March, 2020; v1 submitted 6 February, 2020; originally announced February 2020.

Comments: Corrections and notational changes to Sec 4.4; added acknowledgments; some contents of Sec 2.3 are moved to the Appendix

On Testing Marginal versus Conditional Independence

Authors: F. Richard Guo, Thomas S. Richardson

Abstract: We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such models, one from each type of independence, that are closest to each other in the Kullback-Leibler sense as they approach the intersection. They become indistingui… ▽ More We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such models, one from each type of independence, that are closest to each other in the Kullback-Leibler sense as they approach the intersection. They become indistinguishable if the signal strength, as measured by the product of two correlation parameters, decreases faster than the standard parametric rate. Under local alternatives at such rate, we show that the asymptotic distribution of the likelihood ratio depends on where and how the local alternatives approach the intersection. To deal with this non-uniformity, we study a class of "envelope" distributions by taking pointwise suprema over asymptotic cumulative distribution functions. We show that these envelope distributions are well-behaved and lead to model selection procedures with rate-free uniform error guarantees and near-optimal power. To control the error even when the two models are indistinguishable, rather than insist on a dichotomous choice, the proposed procedure will choose either or both models. △ Less

Submitted 10 January, 2020; v1 submitted 5 June, 2019; originally announced June 2019.

Comments: Revisions and updated references