Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
混合类别与连续协变量下平均处理效应的有效估计AI 解读 ↓
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混合类别与连续协变量下平均处理效应的有效估计AI 解读 ↓
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In this article, we consider the nonparametric estimation of average treatment effects when there exist mixed categorical and continuous covariates. One distinguishing feature of the approach presented herein is the use of kernel smoothing for both the continuous and the discrete covariates. This approach, together with the cross-validation method. which we use for selecting the smoothing parameters, has the ability to automatically remove irrelevant covariates. We establish the asymptotic distribution of the proposed average treatment effects estimator with data-driven smoothing parameters. Simulation results show that the proposed method is capable of performing much better than the conventional kernel approach whereby one splits the sample into subsamples corresponding to “discrete cells.” An empirical application to a controversial study that examines the efficacy of right heart catheterization on medical outcomes reveals that our proposed nonparametric estimator overturns the controversial findings of Connors et al. (1996), suggesting that their findings may be an artifact of an incorrectly specified parametric model.
We study nonparametric inference for a continuous-treatment causal dose-response curve and its first derivative under unmeasured confounding, using treatment- and outcome-inducing proxies. We establish a proximal doubly robust pseudo-outcome whose conditional mean given treatment equals the dose-response curve whenever either bridge function is correctly specified. Their (smoothed) efficient influence function representations lead to cross-fitted local-polynomial estimators…
平均处理效应局部化:合成控制中的投影方法
Many real-world policies and business interventions require assessing short-term effects to inform timely decisions, even though most causal inference methods focus on long-term average treatment effects. In this article, we introduce average treatment effect localization (ATEL), which captures localized, short-term policy impacts in panel data settings with a single treated unit and provides early indicators of policy impact. To accommodate both time-varying and nonlinear…
匹配三重差分:协变量调整框架
A common empirical strategy in triple-differences (DDD) is to include either covariate trends or covariate levels to a three-way fixed effects (3WFE) regression. This strategy is typically motivated by the conditional parallel gaps assumption which assumes that deviations from parallel trends are similar among units with comparable observed covariates. We formally study both 3WFE specifications and show that, in general, neither consistently estimates the average treatment…
随机分配回归变量的自助法推断:协方差过滤与边际重抽样的局限
Random assignment can make ordinary least squares (OLS) inference insensitive to outcome dependence, yet iid resampling can still fail because assignment and resampling need not remove the same covariance terms. With binary treatment, the iid variance target differs from the sampling variance by exactly minus aggregate cross-unit covariance of treatment effects. Under a Gaussian first-order limit, positive covariance leads to over-rejection and negative covariance to…
插补就够了:平均处理效应估计的双稳健、半参数有效性与自动协变量平衡
Imputation-based causal estimation is typically viewed as relying exclusively on an outcome model, in contrast to augmented inverse-probability weighting, whose consistency is protected by fitting two nuisance models. This paper argues that this view can be misleading by highlighting a hidden dual weighting structure in least-squares sieve regression imputation. Although only outcome regressions are explicitly fitted, the resulting imputation estimator admits an exact…
大面板中的简洁、无需特定参数设定的因果推断
We propose a simple and transparent approach to causal inference using panel data with a large number of units and periods. Instead of imposing a particular parametric specification on the untreated potential outcomes, we assume they follow a nonparametric nonseparable factor model. We use long pre-treatment outcome histories to construct a measure of similarity between the latent factors of different units. Using this measure, we impute missing counterfactual means and…