Residual-on-Residual Regression as a Tool for Effect Estimation in Observational Data

๐Ÿ“… 2026-06-29
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This study addresses the instability of conventional causal estimation methodsโ€”such as augmented inverse probability weighting (AIPW) and targeted maximum likelihood estimation (TMLE)โ€”under high-dimensional confounding and violations of the positivity assumption. The authors propose a residual-on-residual regression strategy: after separately fitting exposure and outcome models adjusted for confounders, they regress the resulting residuals using ordinary least squares to obtain a robust estimate of the causal effect in a partially linear model. This approach is computationally straightforward, highly interpretable, and maintains unbiasedness with well-calibrated confidence interval coverage even when positivity is violated. In simulations, it substantially outperforms existing methods and was successfully applied to the nuMoM2b dataset, revealing a modest negative association between higher vegetable intake density and preeclampsia risk.
๐Ÿ“ Abstract
Epidemiologists increasingly use machine learning to adjust for high-dimensional confounding. Augmented inverse probability weighting (AIPW) and targeted maximum likelihood estimation (TMLE) are most widely used but may yield different results and both can become unstable under weak positivity violations. Residual-on-residual regression is a stable alternative that estimates an exposure effect encoded in a partially linear model by fitting confounder adjusted models for the outcome and exposure, then regressing outcome residuals against exposure residuals using ordinary least squares. We illustrate the approach using data from the Nulliparous Pregnancy Outcomes Study: Monitoring Mothers-to-Be (nuMoM2b; $n = 7{,}923$), estimating the association between high vegetable intake density and preeclampsia. Residual-on-residual regression, AIPW, and TMLE yielded concordant estimates, indicating a modest reduction in preeclampsia risk. In simulations, residual-on-residual regression was unbiased with near-nominal confidence interval coverage, performing comparably to AIPW and TMLE and substantially better than a misspecified parametric model when the exposure effect is approximately constant. However, in simulation settings with positivity violations, residual on residual regression outperformed AIPW and TMLE when the true effect was coded in a partially linear model. When the exposure effect is approximately constant, residual-on-residual regression is interpretable, computationally simple, and provides a triangulation strategy for observational causal inference.
Problem

Research questions and friction points this paper is trying to address.

observational data
causal inference
confounding
positivity violation
effect estimation
Innovation

Methods, ideas, or system contributions that make the work stand out.

residual-on-residual regression
causal inference
observational data
positivity violation
partially linear model
A
Ashley I. Naimi
Department of Epidemiology, Emory University; Department of Data and Decision Science, Emory University
Q
Qianhui Jin
Department of Epidemiology, University of Pittsburgh
Y
Ya-Hui Yu
Department of Epidemiology, Emory University
S
Sara M. Parisi
Department of Epidemiology, University of Pittsburgh
L
Lisa M. Bodnar
Department of Epidemiology, University of Pittsburgh