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Zhiwei Zhang, Zhen Chen, James F. Troendle, Jun Zhang, Causal Inference on Quantiles with an Obstetric Application, Biometrics, Volume 68, Issue 3, September 2012, Pages 697–706, https://doi.org/10.1111/j.1541-0420.2011.01712.x
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Summary
The current statistical literature on causal inference is primarily concerned with population means of potential outcomes, while the current statistical practice also involves other meaningful quantities such as quantiles. Motivated by the Consortium on Safe Labor (CSL), a large observational study of obstetric labor progression, we propose and compare methods for estimating marginal quantiles of potential outcomes as well as quantiles among the treated. By adapting existing methods and techniques, we derive estimators based on outcome regression (OR), inverse probability weighting, and stratification, as well as a doubly robust (DR) estimator. By incorporating stratification into the DR estimator, we further develop a hybrid estimator with enhanced numerical stability at the expense of a slight bias under misspecification of the OR model. The proposed methods are illustrated with the CSL data and evaluated in simulation experiments mimicking the CSL.