Principal stratification for quantile causal effects under partial compliance.

Abstract

Within the principal stratification framework in causal inference, the majority of the literature has focused on binary compliance with an intervention and modelling means. Yet in some research areas, compliance is partial, and research questions-and hence analyses-are concerned with causal effects on (possibly high) quantiles rather than on shifts in average outcomes. Modelling partial compliance is challenging because it can suffer from lack of identifiability. We develop an approach to estimate quantile causal effects within a principal stratification framework, where principal strata are defined by the bivariate vector of (partial) compliance to the two levels of a binary intervention. We propose a conditional copula approach to impute the missing potential compliance and estimate the principal quantile treatment effect surface at high quantiles, allowing the copula association parameter to vary with the covariates. A bootstrap procedure is used to estimate the parameter to account for inflation due to imputation of missing compliance. Moreover, we describe precise assumptions on which the proposed approach is based, and investigate the finite sample behavior of our method by a simulation study. The proposed approach is used to study the 90th principal quantile treatment effect of executive stay-at-home orders on mitigating the risk of COVID-19 transmission in the United States.