Policy learning with new treatments
包含新处理方案的政策学习AI 解读 ↓
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包含新处理方案的政策学习AI 解读 ↓
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I study the problem of a decision maker choosing a policy that allocates treatment to a heterogeneous population on the basis of experimental data that includes only a subset of possible treatment values. The effects of new treatments are partially identified by shape restrictions on treatment response. Policies are compared according to the minimax regret criterion, and I show that the empirical analog of the population decision problem has a tractable linear‐ and integer‐programming formulation. I prove that the rate at which the maximum regret of the estimated policy converges to the lowest possible maximum regret is the maximum of N −1/2 and the rate at which conditional average treatment effects are estimated in the experimental data. In an application to designing targeted subsidies for electrical grid connections in rural Kenya, I find that nearly the entire population should be given a treatment not implemented in the experiment, reducing maximum regret by over 60% compared to the policy that restricts to the treatments implemented in the experiment.
多控制变量下工资不平等界的去偏推断
We study estimation and inference for a partially identified parameter whose identified set depends on a first-stage nuisance parameter that must itself be estimated. Combining the criterion-function approach with the theory of Neyman-orthogonal moments that underlies double/debiased machine learning, we propose a two-step procedure: the point-identified nuisance is estimated by flexible machine-learning methods, and the set-identified target is recovered as a level set of a…
样本选择下观测数据中总体平均与分位处理效应的部分识别
ABSTRACT This article partially identifies population treatment effects in observational data under both non‐random treatment assignment and sample selection. Bounds are provided for both average and quantile population treatment effects, combining assumptions for the selected and the non‐selected subsamples. We show how different assumptions help narrow identification regions, and we illustrate our methods by partially identifying the effect of maternal education on the…
固定效应模型中的调查参与效应:识别与偏差传递
Panel conditioning, the causal effect of prior survey participation on responses, can vary with tenure. Under an additive model of cell means in period, entry cohort, and tenure, we characterize which features of the conditioning path a staggered panel identifies on its observed support, and how the unidentified component affects common panel estimators. The identified set of the path is an affine translate of the tenure projection of the cell design's kernel, and a linear…
有序结果下的正交政策学习
Policy learning methods based on conditional average treatment effects can obscure subpopulation heterogeneity when applied to ordinal outcomes. We develop a policy learning framework for ordinal outcomes with heterogeneous utilities for individuals who strictly benefit from treatment and those who do not. Since the probability of strict benefit is only partially identified without further conditions, we adopt a minimax strategy which minimizes the worst-case regret over the…
多处理、多结果与未测混杂下的部分识别
Estimating the health effects of multiple air pollutants is a crucial problem in public health, but one that is difficult due to unmeasured confounding bias. Motivated by this issue, we develop a framework for partial identification of causal effects in the presence of unmeasured confounding in settings with multiple treatments and multiple outcomes. Under a factor confounding assumption, we show that joint partial identification regions for multiple estimands can be more…
利用折点与跳点处聚集行为进行部分识别
This paper proposes a partial identification approach to using choices around a kink or notch as a means to overcome endogeneity in a general nonparametric choice model. I show that observed choices are informative about the joint distribution of two counterfactual choices, which leads naturally to analyzing bunching using tools from causal inference. I define as the parameter of interest an average treatment effect among bunchers, which nests the traditional elasticity…